+116.3%
MP vs BP
+43.3%
+73.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.0% | -5.4% |
| 7D | -19.0% | -11.2% | -7.8% | -16.1% |
| 30D | -30.5% | -0.7% | -29.8% | -30.6% |
| 3M | -29.6% | +9.8% | -39.4% | -32.4% |
| 6M | -50.4% | -1.6% | -48.8% | -50.7% |
| YTD | -33.2% | +33.5% | -66.7% | -44.4% |
| 1Y | -38.6% | +31.7% | -70.3% | -48.6% |
| All | +116.3% | +43.3% | +73.0% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling