0.0%
MP vs BTDR
-35.9%
+35.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.6% | -3.6% | +2.2% |
| 7D | -3.6% | -7.4% | +3.7% | -2.9% |
| 30D | -21.0% | -33.4% | +12.5% | -17.5% |
| 3M | -33.3% | -26.3% | -7.0% | -31.4% |
| 6M | -45.9% | -52.4% | +6.5% | -42.4% |
| YTD | -27.8% | -42.8% | +15.0% | -24.8% |
| 1Y | -43.2% | -63.7% | +20.5% | -39.0% |
| 3Y | +144.0% | +61.5% | +82.6% | +123.2% |
| 5Y | -6.1% | -35.6% | +29.5% | -14.8% |
| All | 0.0% | -35.9% | +35.9% | -10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling