+405.1%
MP vs BG
+257.6%
+147.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -0.8% |
| 7D | -7.4% | +3.1% | -10.5% | -8.7% |
| 30D | -6.7% | +10.2% | -16.9% | -11.2% |
| 3M | -11.7% | -1.7% | -10.0% | -11.7% |
| 6M | -18.9% | +1.0% | -19.8% | -20.0% |
| YTD | 0.0% | +39.9% | -39.9% | -15.6% |
| 1Y | -19.9% | +53.2% | -73.1% | -36.6% |
| 3Y | +133.4% | +16.3% | +117.1% | +110.0% |
| 5Y | +48.1% | +83.9% | -35.8% | -2.4% |
| All | +405.1% | +257.6% | +147.5% | +147.3% |
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