+1,098.3%
MPC vs BWA
+95.2%
+1,003.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.8% |
| 7D | -8.8% | -2.4% | -6.4% | -7.7% |
| 30D | -14.4% | -17.7% | +3.3% | -6.2% |
| 3M | +21.9% | -27.0% | +48.9% | +40.4% |
| 6M | +60.1% | -17.3% | +77.4% | +70.2% |
| YTD | +142.3% | +12.9% | +129.5% | +110.1% |
| 1Y | +101.7% | +12.9% | +88.8% | +74.3% |
| 3Y | +184.8% | +62.1% | +122.7% | +91.4% |
| 5Y | +564.6% | +30.7% | +533.9% | +379.1% |
| 10Y | +1,098.3% | +89.2% | +1,009.2% | +509.7% |
| All | +1,098.3% | +95.2% | +1,003.1% | +509.7% |
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