-15.1%
MP vs BR
+19.3%
-34.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.8% | +5.9% |
| 7D | -10.5% | +6.5% | -17.0% | -13.7% |
| 30D | -23.5% | +18.9% | -42.4% | -30.8% |
| 3M | -25.4% | +16.3% | -41.7% | -32.0% |
| 6M | -51.3% | +26.2% | -77.5% | -58.2% |
| YTD | -29.9% | -13.1% | -16.8% | -23.2% |
| 1Y | -31.8% | -10.5% | -21.4% | -27.0% |
| 3Y | +127.0% | +13.3% | +113.6% | +89.6% |
| All | -15.1% | +19.3% | -34.3% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling