+287.6%
MP vs BB
+73.5%
+214.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.2% |
| 7D | +9.5% | +1.8% | +7.6% | +8.8% |
| 30D | -3.0% | +8.1% | -11.1% | -5.7% |
| 3M | -30.4% | -1.0% | -29.4% | -30.8% |
| 6M | -39.2% | +45.9% | -85.1% | -46.9% |
| YTD | -23.3% | +134.8% | -158.1% | -41.9% |
| 1Y | -32.6% | +104.6% | -137.2% | -47.2% |
| 3Y | +159.3% | +152.8% | +6.4% | +79.1% |
| 5Y | -16.4% | -17.4% | +1.0% | -29.0% |
| All | +287.6% | +73.5% | +214.1% | +193.2% |
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 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