-15.1%
MP vs BP
+103.6%
-118.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.1% |
| 7D | -10.5% | -11.6% | +1.1% | -4.7% |
| 30D | -23.5% | 0.0% | -23.6% | -24.0% |
| 3M | -25.4% | +6.7% | -32.2% | -29.0% |
| 6M | -51.3% | +2.2% | -53.4% | -53.1% |
| YTD | -29.9% | +33.0% | -62.9% | -44.4% |
| 1Y | -31.8% | +30.7% | -62.6% | -45.5% |
| 3Y | +127.0% | +44.2% | +82.8% | +65.0% |
| All | -15.1% | +103.6% | -118.7% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling