+120.9%
MPC vs BTI
+5.0%
+115.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +5.4% | -1.4% | +6.8% | +5.4% |
| 30D | +31.0% | -6.6% | +37.6% | +30.5% |
| 3M | +46.0% | -3.0% | +49.0% | +45.7% |
| 6M | +77.3% | -6.7% | +84.0% | +76.9% |
| YTD | +141.9% | +0.6% | +141.4% | +138.9% |
| 1Y | +120.9% | +5.6% | +115.3% | +116.4% |
| All | +120.9% | +5.0% | +115.9% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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