+117.2%
MPC vs BTG
+24.4%
+92.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.7% | -16.8% | -7.5% |
| 7D | -10.9% | -0.2% | -10.7% | -10.6% |
| 30D | -9.4% | -0.8% | -8.6% | -9.1% |
| 3M | +26.0% | +31.8% | -5.9% | +27.6% |
| 6M | +56.5% | +20.4% | +36.1% | +58.3% |
| YTD | +144.3% | +14.7% | +129.5% | +143.2% |
| 1Y | +117.2% | +29.4% | +87.9% | +114.0% |
| All | +117.2% | +24.4% | +92.9% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling