+104.7%
MPC vs BTI
+15.3%
+89.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.5% |
| 7D | +2.6% | -3.0% | +5.6% | +2.3% |
| 30D | -12.2% | +9.8% | -22.0% | -11.5% |
| 3M | +20.1% | +9.2% | +10.9% | +20.9% |
| 6M | +60.6% | +4.0% | +56.6% | +61.1% |
| YTD | +150.6% | +12.7% | +137.9% | +148.4% |
| 1Y | +104.7% | +15.9% | +88.7% | +102.3% |
| All | +104.7% | +15.3% | +89.3% | +102.3% |
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