+445.3%
MP vs BNY
+406.1%
+39.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.1% |
| 7D | -2.9% | +1.4% | -4.3% | -3.9% |
| 30D | +13.8% | +3.8% | +10.0% | +10.3% |
| 3M | -16.7% | +14.9% | -31.6% | -25.6% |
| 6M | -11.5% | +40.3% | -51.8% | -32.3% |
| YTD | +7.9% | +43.9% | -35.9% | -19.3% |
| 1Y | -15.0% | +59.0% | -74.0% | -41.0% |
| 3Y | +153.5% | +290.7% | -137.2% | -11.5% |
| 5Y | +58.7% | +250.4% | -191.7% | -41.2% |
| All | +445.3% | +406.1% | +39.2% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded BNY 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling