-24.5%
BKR vs MP
-43.3%
+18.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.5% |
| 7D | +6.3% | +11.0% | -4.7% | +4.3% |
| 30D | -13.0% | -11.7% | -1.3% | -11.9% |
| 3M | -23.6% | -30.8% | +7.2% | -20.3% |
| 6M | -24.5% | -42.9% | +18.4% | -20.9% |
| All | -24.5% | -43.3% | +18.8% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling