+163.8%
MPC vs BWA
+51.7%
+112.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.7% |
| 7D | -16.2% | -5.5% | -10.7% | -15.2% |
| 30D | -15.7% | -21.7% | +6.0% | -11.8% |
| 3M | +24.9% | -25.6% | +50.5% | +31.7% |
| 6M | +52.7% | -17.4% | +70.1% | +56.0% |
| YTD | +131.9% | +9.2% | +122.7% | +112.1% |
| 1Y | +96.6% | +9.7% | +86.9% | +79.2% |
| 3Y | +163.8% | +54.6% | +109.1% | +96.6% |
| All | +163.8% | +51.7% | +112.1% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling