+1,098.3%
MPC vs BTG
+144.7%
+953.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.4% |
| 7D | -8.8% | +13.0% | -21.8% | -9.8% |
| 30D | -14.4% | +1.1% | -15.5% | -14.6% |
| 3M | +21.9% | +5.3% | +16.6% | +21.0% |
| 6M | +60.1% | +1.1% | +59.1% | +58.8% |
| YTD | +142.3% | +19.2% | +123.1% | +134.4% |
| 1Y | +101.7% | +31.5% | +70.2% | +92.9% |
| 3Y | +184.8% | +94.3% | +90.5% | +156.2% |
| 5Y | +564.6% | +41.8% | +522.8% | +507.8% |
| 10Y | +1,098.3% | +162.9% | +935.4% | +943.2% |
| All | +1,098.3% | +144.7% | +953.6% | +943.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling