+164.8%
MPC vs BTSG
+505.2%
-340.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.4% |
| 7D | +2.6% | +4.0% | -1.5% | +2.2% |
| 30D | -12.2% | +15.3% | -27.5% | -13.3% |
| 3M | +20.1% | +25.4% | -5.4% | +17.7% |
| 6M | +60.6% | +31.9% | +28.7% | +55.6% |
| YTD | +150.6% | +93.9% | +56.7% | +130.8% |
| 1Y | +104.7% | +114.2% | -9.5% | +85.7% |
| All | +164.8% | +505.2% | -340.4% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling