+2,968.0%
MPC vs BWA
+74.6%
+2,893.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.5% |
| 7D | -16.2% | -5.5% | -10.7% | -13.8% |
| 30D | -15.7% | -21.7% | +6.0% | -5.2% |
| 3M | +24.9% | -25.6% | +50.5% | +42.9% |
| 6M | +52.7% | -17.4% | +70.1% | +62.6% |
| YTD | +131.9% | +9.2% | +122.7% | +105.3% |
| 1Y | +96.6% | +9.7% | +86.9% | +73.1% |
| 3Y | +163.8% | +54.6% | +109.1% | +84.3% |
| 5Y | +533.1% | +26.8% | +506.4% | +368.9% |
| 10Y | +1,118.6% | +89.0% | +1,029.7% | +563.0% |
| All | +2,968.0% | +74.6% | +2,893.4% | +1,574.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling