+172.6%
MPC vs BTSG
+493.4%
-320.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +11.2% | +6.0% | +5.2% | +10.7% |
| 30D | -14.5% | +12.4% | -26.9% | -15.4% |
| 3M | +16.7% | +18.2% | -1.6% | +14.9% |
| 6M | +67.6% | +26.0% | +41.5% | +63.0% |
| YTD | +157.9% | +90.1% | +67.8% | +137.9% |
| 1Y | +116.7% | +124.3% | -7.6% | +95.2% |
| All | +172.6% | +493.4% | -320.9% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling