-6.1%
MP vs BAX
-62.5%
+56.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.5% | -3.4% |
| 7D | -3.6% | +3.6% | -7.3% | -4.4% |
| 30D | -21.0% | +8.5% | -29.5% | -22.7% |
| 3M | -33.3% | -4.9% | -28.4% | -32.7% |
| 6M | -45.9% | +47.0% | -92.9% | -51.4% |
| YTD | -27.8% | +38.4% | -66.3% | -35.0% |
| 1Y | -43.2% | +49.1% | -92.3% | -50.1% |
| 3Y | +144.0% | -14.9% | +158.9% | +150.7% |
| 5Y | -6.1% | -63.1% | +57.0% | +23.0% |
| All | -6.1% | -62.5% | +56.4% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling