+264.6%
MP vs BN
+146.6%
+118.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -2.3% |
| 7D | -3.6% | +4.3% | -7.9% | -7.1% |
| 30D | -21.0% | +14.3% | -35.3% | -29.5% |
| 3M | -33.3% | -4.1% | -29.2% | -31.6% |
| 6M | -45.9% | -9.7% | -36.3% | -42.2% |
| YTD | -27.8% | -7.1% | -20.7% | -25.2% |
| 1Y | -43.2% | -7.4% | -35.8% | -41.1% |
| 3Y | +144.0% | +102.3% | +41.7% | +25.8% |
| 5Y | -6.1% | +35.9% | -42.0% | -33.6% |
| All | +264.6% | +146.6% | +118.0% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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