+68.9%
MP vs BLK
+33.5%
+35.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +3.1% |
| 7D | +3.0% | -2.4% | +5.4% | +5.0% |
| 30D | +8.3% | -3.1% | +11.4% | +11.0% |
| 3M | -3.8% | +10.7% | -14.5% | -12.9% |
| 6M | -4.9% | +15.9% | -20.8% | -17.4% |
| YTD | +9.6% | +4.0% | +5.6% | +2.8% |
| 1Y | -11.7% | +1.3% | -13.0% | -14.8% |
| 3Y | +158.5% | +69.6% | +88.9% | +45.2% |
| 5Y | +68.9% | +33.8% | +35.1% | +45.4% |
| All | +68.9% | +33.5% | +35.4% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling