+158.5%
MP vs BTDR
+8.5%
+150.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +1.2% |
| 7D | +3.0% | +22.4% | -19.4% | +0.2% |
| 30D | +8.3% | +16.5% | -8.1% | +5.3% |
| 3M | -3.8% | -31.5% | +27.6% | -0.6% |
| 6M | -4.9% | +74.0% | -79.0% | -12.5% |
| YTD | +9.6% | +13.0% | -3.4% | +5.5% |
| 1Y | -11.7% | -0.2% | -11.5% | -15.8% |
| 3Y | +158.5% | +9.9% | +148.6% | +110.5% |
| All | +158.5% | +8.5% | +150.0% | +110.5% |
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