+445.3%
MP vs BR
+56.5%
+388.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +3.2% |
| 7D | -2.9% | -5.3% | +2.4% | -0.1% |
| 30D | +13.8% | +6.4% | +7.4% | +9.9% |
| 3M | -16.7% | +13.6% | -30.3% | -23.2% |
| 6M | -11.5% | -6.7% | -4.8% | -8.8% |
| YTD | +7.9% | -21.1% | +29.0% | +23.5% |
| 1Y | -15.0% | -29.6% | +14.5% | +5.5% |
| 3Y | +153.5% | -2.4% | +155.9% | +141.2% |
| 5Y | +58.7% | +11.2% | +47.4% | +30.4% |
| All | +445.3% | +56.5% | +388.8% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling