+267.3%
MP vs BB
+83.2%
+184.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.1% |
| 7D | +2.3% | +7.3% | -5.0% | +0.3% |
| 30D | -15.3% | +11.2% | -26.5% | -18.3% |
| 3M | -33.5% | +4.7% | -38.2% | -35.0% |
| 6M | -45.5% | +51.1% | -96.6% | -52.9% |
| YTD | -27.3% | +148.0% | -175.3% | -45.8% |
| 1Y | -40.7% | +106.1% | -146.9% | -53.6% |
| 3Y | +145.9% | +158.2% | -12.4% | +68.7% |
| 5Y | -13.9% | -10.8% | -3.1% | -28.2% |
| All | +267.3% | +83.2% | +184.1% | +173.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling