+116.7%
MPC vs BTG
+17.5%
+99.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +11.2% | -9.1% | +20.3% | +10.6% |
| 30D | -14.5% | -1.6% | -12.9% | -14.2% |
| 3M | +16.7% | -2.8% | +19.5% | +17.0% |
| 6M | +67.6% | -7.6% | +75.2% | +69.6% |
| YTD | +157.9% | +10.2% | +147.7% | +153.2% |
| 1Y | +116.7% | +21.3% | +95.4% | +107.4% |
| All | +116.7% | +17.5% | +99.1% | +107.4% |
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