-34.6%
MP vs BB
+88.0%
-122.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +7.0% | -12.0% | -7.6% |
| 7D | -12.5% | -6.8% | -5.7% | -10.4% |
| 30D | -23.3% | -3.5% | -19.8% | -22.8% |
| 3M | -24.4% | -1.2% | -23.1% | -24.9% |
| 6M | -45.8% | +57.0% | -102.7% | -56.5% |
| YTD | -28.9% | +131.1% | -160.1% | -51.8% |
| 1Y | -34.6% | +87.6% | -122.2% | -51.2% |
| All | -34.6% | +88.0% | -122.6% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling