-40.7%
MP vs BLK
+15.7%
-56.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +2.3% | +0.2% | +2.1% | +2.2% |
| 30D | -15.3% | +13.1% | -28.4% | -19.4% |
| 3M | -33.5% | +7.3% | -40.8% | -35.4% |
| 6M | -45.5% | +14.6% | -60.1% | -48.1% |
| YTD | -27.3% | +16.5% | -43.7% | -34.9% |
| 1Y | -40.7% | +15.4% | -56.1% | -46.5% |
| All | -40.7% | +15.7% | -56.5% | -46.5% |
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