+3,101.0%
MPC vs BWA
+141.6%
+2,959.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -1.1% |
| 7D | +5.4% | +5.7% | -0.2% | +2.5% |
| 30D | +31.0% | +1.4% | +29.6% | +29.5% |
| 3M | +46.0% | -12.1% | +58.1% | +53.7% |
| 6M | +77.3% | +28.6% | +48.8% | +50.6% |
| YTD | +141.9% | +51.1% | +90.8% | +83.8% |
| 1Y | +120.9% | +55.9% | +65.0% | +63.8% |
| 3Y | +182.7% | +70.1% | +112.6% | +90.6% |
| 5Y | +646.4% | +90.7% | +555.7% | +349.6% |
| 10Y | +1,138.7% | +154.0% | +984.8% | +486.0% |
| All | +3,101.0% | +141.6% | +2,959.4% | +1,398.9% |
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