-15.1%
MP vs BBY
-2.4%
-12.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | -10.5% | +4.2% | -14.7% | -12.2% |
| 30D | -23.5% | +17.8% | -41.3% | -28.6% |
| 3M | -25.4% | +25.8% | -51.2% | -32.4% |
| 6M | -51.3% | +73.8% | -125.1% | -62.3% |
| YTD | -29.9% | +54.7% | -84.7% | -43.7% |
| 1Y | -31.8% | +33.4% | -65.2% | -41.3% |
| 3Y | +127.0% | +72.2% | +54.8% | +57.9% |
| All | -15.1% | -2.4% | -12.6% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling