-10.9%
MP vs BN
+31.1%
-41.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.8% |
| 7D | +9.5% | -1.0% | +10.5% | +10.4% |
| 30D | -3.0% | +14.0% | -16.9% | -13.9% |
| 3M | -30.4% | -9.0% | -21.4% | -25.3% |
| 6M | -39.2% | -8.8% | -30.4% | -35.5% |
| YTD | -23.3% | -10.3% | -13.0% | -18.3% |
| 1Y | -32.6% | -5.8% | -26.8% | -31.2% |
| 3Y | +159.3% | +94.8% | +64.5% | +28.0% |
| All | -10.9% | +31.1% | -41.9% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling