+287.6%
MP vs BG
+197.0%
+90.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.8% |
| 7D | +9.5% | +2.6% | +6.9% | +8.3% |
| 30D | -3.0% | -6.7% | +3.7% | -0.1% |
| 3M | -30.4% | -9.3% | -21.1% | -28.0% |
| 6M | -39.2% | -18.3% | -20.8% | -34.2% |
| YTD | -23.3% | +16.2% | -39.5% | -29.9% |
| 1Y | -32.6% | +7.6% | -40.2% | -36.4% |
| 3Y | +159.3% | +6.6% | +152.7% | +139.6% |
| 5Y | -16.4% | +22.2% | -38.7% | -32.3% |
| All | +287.6% | +197.0% | +90.6% | +105.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling