+274.5%
MP vs BN
+142.2%
+132.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.8% |
| 7D | +11.0% | -0.3% | +11.3% | +11.3% |
| 30D | -11.7% | +13.6% | -25.3% | -20.9% |
| 3M | -30.8% | -6.7% | -24.1% | -27.5% |
| 6M | -42.9% | -9.0% | -33.9% | -39.4% |
| YTD | -25.9% | -8.8% | -17.1% | -22.1% |
| 1Y | -37.3% | -10.6% | -26.7% | -33.0% |
| 3Y | +150.7% | +98.8% | +51.9% | +31.0% |
| 5Y | -19.3% | +33.6% | -52.9% | -42.1% |
| All | +274.5% | +142.2% | +132.3% | +92.7% |
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