+413.2%
MP vs BBY
+40.4%
+372.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | -4.6% | +0.7% | -5.3% | -4.9% |
| 30D | -7.1% | +5.8% | -12.9% | -9.5% |
| 3M | -4.0% | +18.0% | -22.0% | -11.3% |
| 6M | -16.7% | +39.8% | -56.5% | -29.8% |
| YTD | +1.6% | +35.4% | -33.8% | -14.0% |
| 1Y | -17.8% | +21.4% | -39.2% | -27.3% |
| 3Y | +139.6% | +39.5% | +100.1% | +84.7% |
| 5Y | +50.5% | -0.5% | +50.9% | +30.1% |
| All | +413.2% | +40.4% | +372.8% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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