-15.1%
MP vs BEN
+19.4%
-34.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.7% | +0.2% | +1.5% |
| 7D | -10.5% | +6.6% | -17.1% | -14.9% |
| 30D | -23.5% | +3.8% | -27.4% | -25.7% |
| 3M | -25.4% | +0.2% | -25.7% | -25.7% |
| 6M | -51.3% | +10.4% | -61.7% | -55.0% |
| YTD | -29.9% | +46.2% | -76.1% | -48.2% |
| 1Y | -31.8% | +52.3% | -84.1% | -51.5% |
| 3Y | +127.0% | +65.9% | +61.0% | +40.8% |
| All | -15.1% | +19.4% | -34.5% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling