-15.0%
MP vs BTDR
-4.8%
-10.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.6% | +0.5% |
| 7D | -2.9% | +20.0% | -22.8% | -7.2% |
| 30D | +13.8% | +11.9% | +1.9% | +9.3% |
| 3M | -16.7% | -36.9% | +20.2% | -9.9% |
| 6M | -11.5% | +56.5% | -68.0% | -22.5% |
| YTD | +7.9% | +10.4% | -2.5% | +0.9% |
| 1Y | -15.0% | +3.1% | -18.1% | -12.3% |
| All | -15.0% | -4.8% | -10.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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