+274.5%
MP vs BBWI
+105.1%
+169.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.8% |
| 7D | +11.0% | -4.5% | +15.5% | +12.4% |
| 30D | -11.7% | +17.1% | -28.8% | -15.9% |
| 3M | -30.8% | +17.5% | -48.3% | -34.8% |
| 6M | -42.9% | +12.8% | -55.7% | -46.4% |
| YTD | -25.9% | +8.2% | -34.0% | -31.2% |
| 1Y | -37.3% | -1.8% | -35.5% | -40.7% |
| 3Y | +150.7% | -25.8% | +176.4% | +147.0% |
| 5Y | -19.3% | -68.0% | +48.8% | -3.1% |
| All | +274.5% | +105.1% | +169.4% | +256.6% |
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