-11.7%
MP vs BG
+50.6%
-62.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.8% | +1.0% |
| 7D | +3.0% | +2.4% | +0.7% | +2.8% |
| 30D | +8.3% | +15.0% | -6.7% | +6.3% |
| 3M | -3.8% | -0.7% | -3.2% | -3.8% |
| 6M | -4.9% | +7.5% | -12.4% | -4.7% |
| YTD | +9.6% | +41.6% | -32.0% | +20.1% |
| 1Y | -11.7% | +50.7% | -62.4% | +3.9% |
| All | -11.7% | +50.6% | -62.4% | +3.9% |
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