-43.2%
MP vs BB
+98.3%
-141.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.1% |
| 7D | -3.6% | +11.6% | -15.2% | -7.6% |
| 30D | -21.0% | +2.6% | -23.6% | -22.1% |
| 3M | -33.3% | +3.5% | -36.8% | -34.8% |
| 6M | -45.9% | +43.5% | -89.4% | -54.7% |
| YTD | -27.8% | +141.2% | -169.0% | -51.8% |
| 1Y | -43.2% | +97.4% | -140.6% | -59.3% |
| All | -43.2% | +98.3% | -141.5% | -59.3% |
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