+601.4%
MPC vs BWA
+30.6%
+570.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | +9.4% | +7.3% | +2.1% | +7.3% |
| 30D | -13.4% | -15.8% | +2.4% | -9.3% |
| 3M | +18.9% | -25.7% | +44.6% | +28.5% |
| 6M | +64.9% | -19.6% | +84.5% | +72.5% |
| YTD | +156.8% | +14.1% | +142.7% | +132.2% |
| 1Y | +113.2% | +12.2% | +101.0% | +93.7% |
| 3Y | +201.8% | +63.8% | +138.0% | +128.4% |
| 5Y | +601.4% | +28.7% | +572.6% | +478.1% |
| All | +601.4% | +30.6% | +570.7% | +478.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling