+445.3%
MP vs BG
+246.8%
+198.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | -2.9% | +2.8% | -5.6% | -4.2% |
| 30D | +13.8% | +12.0% | +1.8% | +7.5% |
| 3M | -16.7% | -7.7% | -9.0% | -14.1% |
| 6M | -11.5% | +4.5% | -16.0% | -14.2% |
| YTD | +7.9% | +35.7% | -27.7% | -7.6% |
| 1Y | -15.0% | +50.1% | -65.1% | -32.3% |
| 3Y | +153.5% | +12.6% | +140.9% | +131.5% |
| 5Y | +58.7% | +75.4% | -16.8% | +7.1% |
| All | +445.3% | +246.8% | +198.5% | +171.0% |
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