+63.8%
MP vs BOXX
+19.3%
+44.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.6% |
| 7D | +9.5% | 0.0% | +9.5% | +9.5% |
| 30D | -3.0% | +0.4% | -3.4% | -1.1% |
| 3M | -30.4% | +1.0% | -31.4% | -26.4% |
| 6M | -39.2% | +2.0% | -41.2% | -31.9% |
| YTD | -23.3% | +3.4% | -26.7% | -7.6% |
| 1Y | -32.6% | +4.1% | -36.7% | -15.2% |
| 3Y | +159.3% | +14.4% | +144.9% | +221.9% |
| All | +63.8% | +19.3% | +44.4% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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