+445.3%
MP vs BN
+134.1%
+311.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | -2.9% | -2.5% | -0.4% | -1.0% |
| 30D | +13.8% | -9.5% | +23.3% | +23.1% |
| 3M | -16.7% | -10.4% | -6.3% | -9.4% |
| 6M | -11.5% | -6.4% | -5.1% | -7.5% |
| YTD | +7.9% | -11.9% | +19.8% | +17.4% |
| 1Y | -15.0% | -8.6% | -6.4% | -10.6% |
| 3Y | +153.5% | +77.6% | +76.0% | +45.8% |
| 5Y | +58.7% | +37.0% | +21.6% | +13.8% |
| All | +445.3% | +134.1% | +311.2% | +190.4% |
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