+287.6%
MP vs BLK
+157.3%
+130.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.1% |
| 7D | +9.5% | +3.7% | +5.7% | +6.3% |
| 30D | -3.0% | +13.9% | -16.9% | -13.1% |
| 3M | -30.4% | +3.9% | -34.3% | -32.9% |
| 6M | -39.2% | +13.0% | -52.2% | -46.0% |
| YTD | -23.3% | +16.1% | -39.4% | -34.5% |
| 1Y | -32.6% | +16.8% | -49.4% | -42.8% |
| 3Y | +159.3% | +97.7% | +61.6% | +31.1% |
| 5Y | -16.4% | +42.1% | -58.6% | -42.4% |
| All | +287.6% | +157.3% | +130.3% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling