+129.4%
MP vs BOXX
+18.4%
+111.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.7% | +0.1% | -0.8% | -0.4% |
| 30D | -0.7% | +0.3% | -1.0% | +1.2% |
| 3M | 0.0% | +1.0% | -1.0% | +6.1% |
| 6M | -10.0% | +1.9% | -11.9% | +0.1% |
| YTD | +7.5% | +2.6% | +4.8% | +24.2% |
| 1Y | -14.0% | +4.0% | -18.0% | +10.0% |
| 3Y | +153.5% | +14.6% | +138.9% | +194.9% |
| All | +129.4% | +18.4% | +111.0% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling