+2,209.5%
BE vs MP
+271.0%
+1,938.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.7% | +12.2% | +12.6% |
| 7D | +4.5% | +2.3% | +2.2% | +4.2% |
| 30D | -20.1% | -15.3% | -4.8% | -13.5% |
| 3M | -0.8% | -33.5% | +32.7% | +18.2% |
| 6M | -26.2% | -45.5% | +19.3% | -4.3% |
| YTD | +141.1% | -27.3% | +168.4% | +176.0% |
| 1Y | +64.8% | -40.7% | +105.6% | +108.1% |
| 3Y | +1,887.4% | +145.9% | +1,741.5% | +919.2% |
| 5Y | +518.1% | -13.9% | +532.0% | +418.9% |
| All | +2,209.5% | +271.0% | +1,938.5% | +561.6% |
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