+2,688.0%
BE vs MP
+450.8%
+2,237.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.4% | +6.0% | +6.8% |
| 7D | +20.0% | -2.9% | +22.8% | +21.4% |
| 30D | +7.9% | +13.8% | -5.9% | +1.0% |
| 3M | -13.2% | -16.7% | +3.5% | -6.2% |
| 6M | +53.5% | -11.5% | +65.0% | +59.2% |
| YTD | +191.0% | +7.9% | +183.1% | +179.5% |
| 1Y | +360.5% | -15.0% | +375.6% | +385.7% |
| 3Y | +1,568.0% | +153.5% | +1,414.5% | +766.4% |
| 5Y | +1,055.2% | +58.7% | +996.5% | +637.9% |
| All | +2,688.0% | +450.8% | +2,237.2% | +570.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling