+58.1%
MP vs BG
+76.3%
-18.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | -2.9% | +2.8% | -5.6% | -4.1% |
| 30D | +13.8% | +12.0% | +1.8% | +7.8% |
| 3M | -16.7% | -7.7% | -9.0% | -14.2% |
| 6M | -11.5% | +4.5% | -16.0% | -14.0% |
| YTD | +7.9% | +35.7% | -27.7% | -6.7% |
| 1Y | -15.0% | +50.1% | -65.1% | -31.4% |
| 3Y | +153.5% | +12.6% | +140.9% | +133.2% |
| All | +58.1% | +76.3% | -18.2% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling