+117.2%
MPC vs BTI
+24.7%
+92.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.4% | -11.5% | -7.8% |
| 7D | -10.9% | +5.3% | -16.2% | -10.5% |
| 30D | -9.4% | +19.1% | -28.5% | -8.3% |
| 3M | +26.0% | +6.5% | +19.4% | +26.6% |
| 6M | +56.5% | +9.4% | +47.1% | +56.9% |
| YTD | +144.3% | +14.4% | +129.9% | +141.7% |
| 1Y | +117.2% | +23.9% | +93.3% | +109.2% |
| All | +117.2% | +24.7% | +92.6% | +109.2% |
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