+237.4%
MP vs BBWI
+114.8%
+122.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.2% | +0.2% | -4.3% |
| 7D | -19.0% | -3.1% | -15.9% | -18.3% |
| 30D | -30.5% | +23.1% | -53.6% | -34.7% |
| 3M | -29.6% | +7.3% | -36.9% | -31.9% |
| 6M | -50.4% | +22.6% | -73.0% | -54.6% |
| YTD | -33.2% | +13.3% | -46.5% | -38.8% |
| 1Y | -38.6% | -2.6% | -36.0% | -41.6% |
| 3Y | +105.5% | -25.9% | +131.4% | +103.2% |
| 5Y | -7.8% | -66.7% | +58.9% | +9.4% |
| All | +237.4% | +114.8% | +122.6% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling