+1,134.0%
MPC vs BTI
+67.8%
+1,066.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.4% |
| 7D | +3.9% | -1.4% | +5.2% | +4.5% |
| 30D | +33.8% | -7.0% | +40.8% | +37.7% |
| 3M | +49.9% | -6.3% | +56.2% | +53.1% |
| 6M | +80.9% | -2.0% | +82.9% | +79.4% |
| YTD | +147.4% | +0.2% | +147.2% | +141.7% |
| 1Y | +123.2% | +3.8% | +119.4% | +113.7% |
| 3Y | +171.7% | +112.1% | +59.7% | +72.4% |
| 5Y | +678.6% | +113.6% | +565.0% | +384.3% |
| 10Y | +1,134.0% | +69.6% | +1,064.4% | +699.6% |
| All | +1,134.0% | +67.8% | +1,066.3% | +699.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling