+443.0%
MP vs BR
+52.2%
+390.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -0.7% | -5.0% | +4.3% | +1.9% |
| 30D | -0.7% | -2.5% | +1.8% | +0.4% |
| 3M | 0.0% | +13.5% | -13.5% | -8.1% |
| 6M | -10.0% | -9.4% | -0.5% | -5.5% |
| YTD | +7.5% | -23.3% | +30.8% | +24.8% |
| 1Y | -14.0% | -31.6% | +17.6% | +8.4% |
| 3Y | +153.5% | -5.1% | +158.6% | +144.8% |
| 5Y | +62.7% | +8.2% | +54.5% | +35.8% |
| All | +443.0% | +52.2% | +390.8% | +255.5% |
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