+264.6%
MP vs BB
+78.2%
+186.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.6% | +1.6% |
| 7D | -3.6% | +11.6% | -15.2% | -6.8% |
| 30D | -21.0% | +2.6% | -23.6% | -21.9% |
| 3M | -33.3% | +3.5% | -36.8% | -34.6% |
| 6M | -45.9% | +43.5% | -89.4% | -52.6% |
| YTD | -27.8% | +141.2% | -169.0% | -45.8% |
| 1Y | -43.2% | +97.4% | -140.6% | -55.0% |
| 3Y | +144.0% | +151.1% | -7.1% | +68.8% |
| 5Y | -6.1% | -12.8% | +6.7% | -21.1% |
| All | +264.6% | +78.2% | +186.4% | +173.7% |
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