+254.1%
MP vs BBWI
+107.8%
+146.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.2% | +5.9% |
| 7D | -10.5% | -6.2% | -4.3% | -9.0% |
| 30D | -23.5% | +19.9% | -43.5% | -27.7% |
| 3M | -25.4% | +7.1% | -32.6% | -28.0% |
| 6M | -51.3% | +13.7% | -64.9% | -54.4% |
| YTD | -29.9% | +9.6% | -39.5% | -35.2% |
| 1Y | -31.8% | -1.6% | -30.2% | -35.5% |
| 3Y | +127.0% | -25.9% | +152.9% | +123.9% |
| 5Y | -3.3% | -67.8% | +64.5% | +15.8% |
| All | +254.1% | +107.8% | +146.3% | +235.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling