+1,944.3%
BE vs MP
+268.3%
+1,676.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.0% | +4.1% | +5.7% |
| 7D | -13.4% | -3.6% | -9.7% | -11.5% |
| 30D | -33.9% | -21.0% | -12.9% | -26.3% |
| 3M | -12.0% | -33.3% | +21.3% | +4.6% |
| 6M | -29.0% | -45.9% | +17.0% | -7.8% |
| YTD | +113.4% | -27.8% | +141.2% | +144.6% |
| 1Y | +33.2% | -43.2% | +76.4% | +70.8% |
| 3Y | +1,659.2% | +144.0% | +1,515.2% | +803.4% |
| 5Y | +461.4% | -6.1% | +467.5% | +353.7% |
| All | +1,944.3% | +268.3% | +1,676.0% | +486.4% |
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