+74.3%
B vs MP
+291.5%
-217.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.0% |
| 7D | -7.3% | +9.5% | -16.8% | -8.2% |
| 30D | -3.3% | -3.0% | -0.4% | -3.1% |
| 3M | -7.8% | -30.4% | +22.6% | -4.5% |
| 6M | -15.5% | -39.2% | +23.6% | -11.8% |
| YTD | -12.3% | -23.3% | +11.0% | -10.5% |
| 1Y | +5.4% | -32.6% | +38.0% | +8.5% |
| 3Y | +165.5% | +159.3% | +6.3% | +135.1% |
| 5Y | +107.0% | -16.4% | +123.5% | +91.4% |
| All | +74.3% | +291.5% | -217.2% | +49.6% |
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