+2,968.0%
MPC vs BTI
+253.7%
+2,714.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | +0.5% |
| 7D | -16.2% | -1.0% | -15.2% | -16.0% |
| 30D | -15.7% | +13.0% | -28.7% | -21.0% |
| 3M | +24.9% | +5.3% | +19.6% | +20.7% |
| 6M | +52.7% | +5.3% | +47.3% | +46.0% |
| YTD | +131.9% | +12.4% | +119.5% | +112.0% |
| 1Y | +96.6% | +18.9% | +77.7% | +74.1% |
| 3Y | +163.8% | +144.0% | +19.7% | +48.3% |
| 5Y | +533.1% | +156.3% | +376.9% | +238.3% |
| 10Y | +1,118.6% | +115.3% | +1,003.4% | +577.0% |
| All | +2,968.0% | +253.7% | +2,714.2% | +946.7% |
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