+267.3%
MP vs BP
+163.0%
+104.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | 0.0% |
| 7D | +2.3% | -0.8% | +3.1% | +2.7% |
| 30D | -15.3% | -3.1% | -12.1% | -14.4% |
| 3M | -33.5% | +6.2% | -39.7% | -36.1% |
| 6M | -45.5% | +4.8% | -50.3% | -48.0% |
| YTD | -27.3% | +35.2% | -62.5% | -40.6% |
| 1Y | -40.7% | +27.4% | -68.1% | -50.1% |
| 3Y | +145.9% | +49.8% | +96.1% | +85.7% |
| 5Y | -13.9% | +109.4% | -123.3% | -45.1% |
| All | +267.3% | +163.0% | +104.3% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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