+526.2%
BE vs MP
-8.4%
+534.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.1% | -1.3% | -4.1% |
| 7D | -12.1% | -12.5% | +0.4% | -6.7% |
| 30D | -30.1% | -23.3% | -6.8% | -21.2% |
| 3M | -12.1% | -24.4% | +12.2% | -1.8% |
| 6M | -30.6% | -45.8% | +15.2% | -10.1% |
| YTD | +130.6% | -28.9% | +159.6% | +165.7% |
| 1Y | +55.3% | -34.6% | +89.9% | +87.8% |
| 3Y | +1,755.6% | +118.7% | +1,636.9% | +838.6% |
| All | +526.2% | -8.4% | +534.6% | +378.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling