-45.5%
MP vs BTDR
-47.4%
+1.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.7% | -8.9% | -1.7% |
| 7D | +2.3% | +7.7% | -5.4% | -0.3% |
| 30D | -15.3% | -24.1% | +8.8% | -10.7% |
| 3M | -33.5% | -19.1% | -14.4% | -31.6% |
| 6M | -45.5% | -46.6% | +1.1% | -41.9% |
| All | -45.5% | -47.4% | +1.9% | -41.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling