+101.9%
MPC vs BTI
+16.0%
+85.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.5% |
| 7D | -9.4% | -2.9% | -6.5% | -9.6% |
| 30D | -14.3% | +8.3% | -22.6% | -13.8% |
| 3M | +31.1% | +2.9% | +28.2% | +31.4% |
| 6M | +60.3% | +6.2% | +54.1% | +60.3% |
| YTD | +142.5% | +10.9% | +131.6% | +140.0% |
| All | +101.9% | +16.0% | +85.8% | +98.8% |
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