-31.8%
MP vs BEN
+54.9%
-86.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.7% | +0.2% | +2.7% |
| 7D | -10.5% | +6.6% | -17.1% | -13.3% |
| 30D | -23.5% | +3.8% | -27.4% | -25.0% |
| 3M | -25.4% | +0.2% | -25.7% | -25.7% |
| 6M | -51.3% | +10.4% | -61.7% | -52.9% |
| YTD | -29.9% | +46.2% | -76.1% | -35.5% |
| 1Y | -31.8% | +52.3% | -84.1% | -36.2% |
| All | -31.8% | +54.9% | -86.8% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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