+237.4%
MP vs BB
+63.2%
+174.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.5% | -1.6% | -4.7% |
| 7D | -19.0% | -8.9% | -10.0% | -16.8% |
| 30D | -30.5% | -12.6% | -17.8% | -28.0% |
| 3M | -29.6% | -4.1% | -25.5% | -29.4% |
| 6M | -50.4% | +49.5% | -99.9% | -57.1% |
| YTD | -33.2% | +120.8% | -154.1% | -48.5% |
| 1Y | -38.6% | +76.2% | -114.8% | -49.7% |
| 3Y | +105.5% | +123.8% | -18.3% | +47.0% |
| 5Y | -7.8% | -24.3% | +16.4% | -19.9% |
| All | +237.4% | +63.2% | +174.2% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling