+123.2%
MPC vs BTSG
+154.4%
-31.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +2.4% |
| 7D | +3.9% | +5.7% | -1.9% | +4.0% |
| 30D | +33.8% | +0.2% | +33.5% | +33.7% |
| 3M | +49.9% | +5.6% | +44.2% | +50.1% |
| 6M | +80.9% | +50.8% | +30.2% | +79.0% |
| YTD | +147.4% | +67.0% | +80.4% | +142.0% |
| 1Y | +123.2% | +145.5% | -22.3% | +117.0% |
| All | +123.2% | +154.4% | -31.2% | +117.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling