+254.1%
MP vs BAX
-65.8%
+319.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.8% |
| 7D | -10.5% | +12.1% | -22.6% | -12.6% |
| 30D | -23.5% | +7.6% | -31.1% | -24.8% |
| 3M | -25.4% | -4.5% | -21.0% | -25.0% |
| 6M | -51.3% | +52.0% | -103.3% | -55.9% |
| YTD | -29.9% | +35.1% | -65.1% | -35.5% |
| 1Y | -31.8% | +43.7% | -75.6% | -38.4% |
| 3Y | +127.0% | -20.9% | +147.9% | +136.0% |
| 5Y | -3.3% | -63.5% | +60.3% | +9.4% |
| All | +254.1% | -65.8% | +319.9% | +296.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling