+127.0%
MP vs BBWI
-28.0%
+155.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.2% | +5.7% |
| 7D | -10.5% | -6.2% | -4.3% | -9.3% |
| 30D | -23.5% | +19.9% | -43.5% | -26.9% |
| 3M | -25.4% | +7.1% | -32.6% | -27.4% |
| 6M | -51.3% | +13.7% | -64.9% | -53.9% |
| YTD | -29.9% | +9.6% | -39.5% | -34.4% |
| 1Y | -31.8% | -1.6% | -30.2% | -34.5% |
| 3Y | +127.0% | -25.9% | +152.9% | +111.4% |
| All | +127.0% | -28.0% | +155.0% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling