-32.6%
MP vs BR
-11.4%
-21.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.6% |
| 7D | +9.5% | +1.1% | +8.4% | +9.8% |
| 30D | -3.0% | +14.4% | -17.4% | +0.3% |
| 3M | -30.4% | +12.4% | -42.8% | -28.1% |
| 6M | -39.2% | +35.4% | -74.6% | -32.2% |
| YTD | -23.3% | -12.2% | -11.1% | -20.8% |
| 1Y | -32.6% | -12.7% | -19.9% | -30.0% |
| All | -32.6% | -11.4% | -21.2% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling