+254.1%
MP vs BG
+189.5%
+64.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.4% | +4.7% |
| 7D | -10.5% | +2.5% | -13.1% | -11.6% |
| 30D | -23.5% | -6.1% | -17.5% | -21.8% |
| 3M | -25.4% | -8.5% | -16.9% | -23.3% |
| 6M | -51.3% | -20.4% | -30.9% | -46.7% |
| YTD | -29.9% | +13.3% | -43.2% | -35.3% |
| 1Y | -31.8% | +7.3% | -39.1% | -35.7% |
| 3Y | +127.0% | +2.6% | +124.4% | +113.4% |
| 5Y | -3.3% | +22.0% | -25.2% | -21.8% |
| All | +254.1% | +189.5% | +64.6% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling