-34.6%
MP vs BBWI
+2.4%
-37.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.1% | -9.2% | -5.4% |
| 7D | -12.5% | +8.8% | -21.3% | -13.1% |
| 30D | -23.3% | +34.8% | -58.2% | -25.1% |
| 3M | -24.4% | +12.9% | -37.3% | -25.0% |
| 6M | -45.8% | +29.6% | -75.3% | -47.6% |
| YTD | -28.9% | +20.8% | -49.7% | -31.1% |
| 1Y | -34.6% | +4.1% | -38.7% | -34.3% |
| All | -34.6% | +2.4% | -37.0% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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