+3,101.0%
MPC vs BTI
+216.5%
+2,884.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.9% |
| 7D | +5.4% | -1.4% | +6.8% | +6.2% |
| 30D | +31.0% | -6.6% | +37.6% | +35.1% |
| 3M | +46.0% | -3.0% | +49.0% | +46.9% |
| 6M | +77.3% | -6.7% | +84.0% | +80.3% |
| YTD | +141.9% | +0.6% | +141.4% | +135.2% |
| 1Y | +120.9% | +5.6% | +115.3% | +108.4% |
| 3Y | +182.7% | +110.3% | +72.4% | +72.4% |
| 5Y | +646.4% | +114.3% | +532.2% | +342.1% |
| 10Y | +1,138.7% | +67.7% | +1,071.1% | +705.1% |
| All | +3,101.0% | +216.5% | +2,884.5% | +1,060.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling