+1,171.8%
MPC vs BWA
+94.2%
+1,077.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +11.2% | +4.3% | +7.0% | +9.0% |
| 30D | -14.5% | -13.0% | -1.5% | -8.7% |
| 3M | +16.7% | -24.8% | +41.5% | +32.5% |
| 6M | +67.6% | -23.5% | +91.1% | +85.7% |
| YTD | +157.9% | +13.8% | +144.1% | +122.7% |
| 1Y | +116.7% | +13.4% | +103.2% | +86.8% |
| 3Y | +199.8% | +62.8% | +137.0% | +101.1% |
| 5Y | +604.4% | +28.5% | +576.0% | +414.8% |
| All | +1,171.8% | +94.2% | +1,077.5% | +532.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling