-14.0%
MP vs BLK
-0.6%
-13.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -0.8% |
| 7D | -0.7% | -2.7% | +1.9% | +0.7% |
| 30D | -0.7% | -4.8% | +4.1% | +1.9% |
| 3M | 0.0% | +6.5% | -6.5% | -3.6% |
| 6M | -10.0% | +13.1% | -23.1% | -16.8% |
| YTD | +7.5% | +1.8% | +5.7% | +1.4% |
| 1Y | -14.0% | -1.0% | -13.0% | -12.3% |
| All | -14.0% | -0.6% | -13.4% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling