+2,126.4%
BE vs MP
+278.3%
+1,848.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -4.5% |
| 7D | +20.5% | +11.0% | +9.5% | +15.4% |
| 30D | -23.4% | -11.7% | -11.6% | -18.4% |
| 3M | -14.9% | -30.8% | +15.9% | -0.2% |
| 6M | -28.1% | -42.9% | +14.8% | -8.6% |
| YTD | +132.4% | -25.9% | +158.3% | +163.7% |
| 1Y | +59.4% | -37.3% | +96.6% | +96.7% |
| 3Y | +1,815.8% | +150.7% | +1,665.2% | +873.8% |
| 5Y | +491.3% | -19.3% | +510.6% | +409.7% |
| All | +2,126.4% | +278.3% | +1,848.1% | +532.1% |
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