+153.3%
MP vs BAX
-32.5%
+185.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | -2.9% | -1.1% | -1.7% | -2.6% |
| 30D | +13.8% | -5.5% | +19.3% | +15.1% |
| 3M | -16.7% | +33.5% | -50.2% | -22.2% |
| 6M | -11.5% | +35.9% | -47.3% | -18.1% |
| YTD | +7.9% | +35.4% | -27.4% | -1.2% |
| 1Y | -15.0% | +9.8% | -24.8% | -17.9% |
| All | +153.3% | -32.5% | +185.7% | +191.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling