+159.3%
MP vs BAX
-18.0%
+177.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +9.5% | +0.1% | +9.4% | +9.5% |
| 30D | -3.0% | +4.1% | -7.1% | -3.9% |
| 3M | -30.4% | -4.5% | -25.8% | -29.9% |
| 6M | -39.2% | +49.2% | -88.4% | -44.9% |
| YTD | -23.3% | +35.2% | -58.5% | -29.8% |
| 1Y | -32.6% | +38.3% | -70.9% | -38.9% |
| 3Y | +159.3% | -19.0% | +178.3% | +130.8% |
| All | +159.3% | -18.0% | +177.2% | +130.8% |
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