+153.3%
MP vs BP
+33.2%
+120.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | -2.9% | +3.9% | -6.8% | -4.3% |
| 30D | +13.8% | +7.6% | +6.2% | +10.5% |
| 3M | -16.7% | +0.7% | -17.4% | -17.4% |
| 6M | -11.5% | +15.5% | -27.0% | -20.1% |
| YTD | +7.9% | +30.8% | -22.9% | -9.4% |
| 1Y | -15.0% | +34.3% | -49.3% | -30.6% |
| All | +153.3% | +33.2% | +120.0% | +103.5% |
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