+39.3%
BE vs MP
-38.7%
+77.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.6% | +5.3% | +6.6% |
| 7D | -1.2% | -1.6% | +0.4% | +0.7% |
| 30D | -30.9% | -18.2% | -12.7% | -18.5% |
| 3M | -11.6% | -26.1% | +14.5% | +9.5% |
| 6M | -25.7% | -44.0% | +18.3% | +12.2% |
| YTD | +123.1% | -25.3% | +148.4% | +112.4% |
| All | +39.3% | -38.7% | +77.9% | +91.7% |
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