+155.6%
MPC vs BTSG
+406.1%
-250.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +5.4% | +2.7% | +2.7% | +5.2% |
| 30D | +31.0% | -3.6% | +34.6% | +31.2% |
| 3M | +46.0% | +5.8% | +40.2% | +44.4% |
| 6M | +77.3% | +44.7% | +32.6% | +68.6% |
| YTD | +141.9% | +62.2% | +79.7% | +126.3% |
| 1Y | +120.9% | +152.1% | -31.2% | +94.3% |
| All | +155.6% | +406.1% | -250.4% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling