+127.0%
MP vs BTDR
+47.8%
+79.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +13.3% | -8.3% | +3.0% |
| 7D | -10.5% | -10.4% | -0.2% | -9.4% |
| 30D | -23.5% | -42.2% | +18.6% | -17.6% |
| 3M | -25.4% | -42.8% | +17.4% | -20.4% |
| 6M | -51.3% | -60.2% | +8.9% | -45.9% |
| YTD | -29.9% | -46.3% | +16.4% | -25.6% |
| 1Y | -31.8% | -71.7% | +39.8% | -23.8% |
| 3Y | +127.0% | +54.6% | +72.4% | +79.1% |
| All | +127.0% | +47.8% | +79.2% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling