+254.1%
MP vs BB
+70.4%
+183.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.4% | +0.5% | +3.6% |
| 7D | -10.5% | +3.8% | -14.3% | -11.6% |
| 30D | -23.5% | -0.3% | -23.2% | -23.8% |
| 3M | -25.4% | -0.5% | -25.0% | -26.0% |
| 6M | -51.3% | +45.9% | -97.2% | -57.5% |
| YTD | -29.9% | +130.6% | -160.5% | -46.6% |
| 1Y | -31.8% | +89.2% | -121.0% | -45.3% |
| 3Y | +127.0% | +137.5% | -10.5% | +59.6% |
| 5Y | -3.3% | -20.9% | +17.6% | -17.0% |
| All | +254.1% | +70.4% | +183.7% | +169.4% |
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