+85.4%
BE vs MP
-35.6%
+121.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.5% | -8.4% | -7.6% |
| 7D | +10.8% | +9.5% | +1.4% | +3.3% |
| 30D | -19.8% | -3.0% | -16.8% | -17.5% |
| 3M | -18.7% | -30.4% | +11.6% | +5.8% |
| 6M | -33.7% | -39.2% | +5.4% | -7.2% |
| YTD | +121.0% | -23.3% | +144.2% | +108.5% |
| 1Y | +85.4% | -32.6% | +118.0% | +113.0% |
| All | +85.4% | -35.6% | +121.0% | +113.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling