-34.6%
MP vs BG
+7.2%
-41.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.4% | -7.5% | -5.6% |
| 7D | -12.5% | -3.8% | -8.8% | -11.8% |
| 30D | -23.3% | -9.6% | -13.7% | -21.5% |
| 3M | -24.4% | -8.5% | -15.8% | -23.8% |
| 6M | -45.8% | -23.0% | -22.7% | -41.3% |
| YTD | -28.9% | +10.9% | -39.8% | -26.0% |
| 1Y | -34.6% | +6.0% | -40.6% | -33.6% |
| All | -34.6% | +7.2% | -41.8% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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