-19.3%
MP vs BEN
+29.7%
-49.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.8% |
| 7D | +11.0% | +11.3% | -0.3% | +2.6% |
| 30D | -11.7% | +15.0% | -26.7% | -20.4% |
| 3M | -30.8% | +7.8% | -38.6% | -34.6% |
| 6M | -42.9% | +15.5% | -58.4% | -48.9% |
| YTD | -25.9% | +55.4% | -81.3% | -47.5% |
| 1Y | -37.3% | +63.3% | -100.6% | -57.3% |
| 3Y | +150.7% | +83.4% | +67.2% | +43.8% |
| 5Y | -19.3% | +28.1% | -47.3% | -30.3% |
| All | -19.3% | +29.7% | -49.0% | -30.3% |
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