+264.6%
MP vs BR
+74.7%
+189.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.6% |
| 7D | -3.6% | +5.0% | -8.6% | -6.2% |
| 30D | -21.0% | +16.6% | -37.6% | -27.4% |
| 3M | -33.3% | +12.0% | -45.3% | -37.7% |
| 6M | -45.9% | +30.7% | -76.7% | -54.3% |
| YTD | -27.8% | -11.9% | -15.9% | -22.5% |
| 1Y | -43.2% | -11.6% | -31.6% | -39.3% |
| 3Y | +144.0% | +15.0% | +129.0% | +108.9% |
| 5Y | -6.1% | +18.1% | -24.2% | -25.8% |
| All | +264.6% | +74.7% | +189.9% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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