+199.8%
MPC vs BTI
+149.4%
+50.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.5% |
| 7D | +11.2% | +1.6% | +9.6% | +11.3% |
| 30D | -14.5% | +9.2% | -23.7% | -14.4% |
| 3M | +16.7% | +9.6% | +7.0% | +16.9% |
| 6M | +67.6% | -2.4% | +70.0% | +68.1% |
| YTD | +157.9% | +14.2% | +143.7% | +157.0% |
| 1Y | +116.7% | +20.3% | +96.4% | +115.4% |
| 3Y | +199.8% | +147.4% | +52.3% | +152.8% |
| All | +199.8% | +149.4% | +50.3% | +152.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling