+120.9%
MPC vs BWA
+59.1%
+61.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | +0.3% |
| 7D | +5.4% | +5.7% | -0.2% | +5.5% |
| 30D | +31.0% | +1.4% | +29.6% | +31.0% |
| 3M | +46.0% | -12.1% | +58.1% | +46.7% |
| 6M | +77.3% | +28.6% | +48.8% | +76.6% |
| YTD | +141.9% | +51.1% | +90.8% | +128.5% |
| 1Y | +120.9% | +55.9% | +65.0% | +108.3% |
| All | +120.9% | +59.1% | +61.8% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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