+237.4%
MP vs BN
+142.9%
+94.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.1% | -2.9% | -3.6% |
| 7D | -19.0% | +5.7% | -24.7% | -23.1% |
| 30D | -30.5% | +12.0% | -42.5% | -37.0% |
| 3M | -29.6% | -6.1% | -23.5% | -26.6% |
| 6M | -50.4% | -8.6% | -41.8% | -47.6% |
| YTD | -33.2% | -8.5% | -24.7% | -30.0% |
| 1Y | -38.6% | -8.4% | -30.1% | -35.7% |
| 3Y | +105.5% | +92.3% | +13.2% | +10.5% |
| 5Y | -7.8% | +31.3% | -39.2% | -33.2% |
| All | +237.4% | +142.9% | +94.5% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling