+443.0%
MP vs BLK
+125.5%
+317.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -0.2% |
| 7D | -0.7% | -2.7% | +1.9% | +1.4% |
| 30D | -0.7% | -4.8% | +4.1% | +3.2% |
| 3M | 0.0% | +6.5% | -6.5% | -6.2% |
| 6M | -10.0% | +13.2% | -23.1% | -20.0% |
| YTD | +7.5% | +1.8% | +5.7% | +2.8% |
| 1Y | -14.0% | -1.0% | -13.0% | -15.4% |
| 3Y | +153.5% | +66.0% | +87.5% | +49.4% |
| 5Y | +62.7% | +31.2% | +31.5% | +20.8% |
| All | +443.0% | +125.5% | +317.5% | +198.3% |
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