-34.6%
MP vs BDX
+54.0%
-88.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.6% | -10.6% | -3.8% |
| 7D | -12.5% | +7.2% | -19.7% | -11.2% |
| 30D | -23.3% | +15.8% | -39.1% | -20.9% |
| 3M | -24.4% | +23.7% | -48.0% | -20.5% |
| 6M | -45.8% | +44.8% | -90.6% | -41.2% |
| YTD | -28.9% | +39.8% | -68.7% | -22.6% |
| 1Y | -34.6% | +52.3% | -86.9% | -25.8% |
| All | -34.6% | +54.0% | -88.6% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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