+237.4%
MP vs BAX
-65.9%
+303.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.2% | -2.8% | -5.4% |
| 7D | -19.0% | +9.1% | -28.1% | -20.4% |
| 30D | -30.5% | +5.3% | -35.8% | -31.3% |
| 3M | -29.6% | -6.1% | -23.5% | -28.9% |
| 6M | -50.4% | +53.3% | -103.7% | -55.2% |
| YTD | -33.2% | +34.4% | -67.6% | -38.5% |
| 1Y | -38.6% | +43.2% | -81.7% | -44.5% |
| 3Y | +105.5% | -20.1% | +125.6% | +113.2% |
| 5Y | -7.8% | -63.7% | +55.9% | +4.4% |
| All | +237.4% | -65.9% | +303.3% | +277.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling