+173.4%
MPC vs BTG
+105.8%
+67.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +5.4% | -0.9% | +6.3% | +5.5% |
| 30D | +31.0% | +36.8% | -5.9% | +28.9% |
| 3M | +46.0% | +23.1% | +22.9% | +44.6% |
| 6M | +77.3% | +3.5% | +73.8% | +77.6% |
| YTD | +141.9% | +25.5% | +116.4% | +136.6% |
| 1Y | +120.9% | +40.1% | +80.8% | +112.7% |
| All | +173.4% | +105.8% | +67.7% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling