-37.3%
MP vs BBWI
+1.2%
-38.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.2% |
| 7D | +11.0% | -4.5% | +15.5% | +11.4% |
| 30D | -11.7% | +17.1% | -28.8% | -12.7% |
| 3M | -30.8% | +17.5% | -48.3% | -31.7% |
| 6M | -42.9% | +12.8% | -55.7% | -44.1% |
| YTD | -25.9% | +8.2% | -34.0% | -27.5% |
| 1Y | -37.3% | -1.8% | -35.5% | -37.7% |
| All | -37.3% | +1.2% | -38.5% | -37.7% |
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