+1,810.0%
BE vs MP
+257.7%
+1,552.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.9% | -1.5% | +1.3% |
| 7D | -14.7% | -10.5% | -4.2% | -10.2% |
| 30D | -40.5% | -23.5% | -17.0% | -32.8% |
| 3M | -24.3% | -25.4% | +1.1% | -14.8% |
| 6M | -39.3% | -51.3% | +11.9% | -17.7% |
| YTD | +99.4% | -29.9% | +129.3% | +131.4% |
| 1Y | +26.6% | -31.8% | +58.4% | +50.9% |
| 3Y | +1,616.9% | +127.0% | +1,490.0% | +809.7% |
| 5Y | +441.4% | -3.3% | +444.7% | +332.2% |
| All | +1,810.0% | +257.7% | +1,552.4% | +454.6% |
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