+88.1%
B vs MP
+257.7%
-169.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | 0.0% |
| 7D | +9.6% | -10.5% | +20.1% | +10.8% |
| 30D | +3.5% | -23.5% | +27.1% | +6.3% |
| 3M | -1.6% | -25.4% | +23.9% | +1.2% |
| 6M | -1.7% | -51.3% | +49.6% | +5.0% |
| YTD | -5.3% | -29.9% | +24.6% | -2.5% |
| 1Y | +27.2% | -31.8% | +59.1% | +31.1% |
| 3Y | +166.1% | +127.0% | +39.1% | +138.5% |
| 5Y | +136.5% | -3.3% | +139.8% | +119.8% |
| All | +88.1% | +257.7% | -169.6% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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