+191.7%
MPC vs BTG
+101.8%
+89.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.2% | -0.6% | +4.5% |
| 7D | -9.4% | +19.1% | -28.5% | -9.8% |
| 30D | -14.3% | +8.2% | -22.5% | -14.4% |
| 3M | +31.1% | +13.3% | +17.8% | +30.6% |
| 6M | +60.3% | +8.1% | +52.2% | +60.4% |
| YTD | +142.5% | +27.5% | +115.0% | +137.4% |
| 1Y | +104.6% | +47.1% | +57.5% | +97.3% |
| 3Y | +191.7% | +105.8% | +85.9% | +161.2% |
| All | +191.7% | +101.8% | +89.9% | +161.2% |
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 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