+127.0%
MP vs BG
+1.9%
+125.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.4% | +4.8% |
| 7D | -10.5% | +2.5% | -13.1% | -11.3% |
| 30D | -23.5% | -6.1% | -17.5% | -22.2% |
| 3M | -25.4% | -8.5% | -16.9% | -23.9% |
| 6M | -51.3% | -20.4% | -30.9% | -47.7% |
| YTD | -29.9% | +13.3% | -43.2% | -33.8% |
| 1Y | -31.8% | +7.3% | -39.1% | -34.6% |
| 3Y | +127.0% | +2.6% | +124.4% | +125.1% |
| All | +127.0% | +1.9% | +125.1% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling