+87.1%
B vs MP
+240.8%
-153.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.6% | +1.2% |
| 7D | +4.3% | -19.0% | +23.3% | +6.6% |
| 30D | -0.9% | -30.5% | +29.5% | +2.8% |
| 3M | -1.4% | -29.6% | +28.2% | +2.0% |
| 6M | +5.0% | -50.4% | +55.5% | +12.0% |
| YTD | -5.8% | -33.2% | +27.4% | -2.5% |
| 1Y | +25.6% | -38.6% | +64.2% | +30.6% |
| 3Y | +161.6% | +105.5% | +56.1% | +136.4% |
| 5Y | +135.2% | -7.8% | +143.1% | +119.7% |
| All | +87.1% | +240.8% | -153.7% | +62.9% |
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