+49.6%
MP vs BTDR
+23.8%
+25.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.6% | +1.0% |
| 7D | -2.9% | +20.0% | -22.8% | -4.9% |
| 30D | +13.8% | +11.9% | +1.9% | +11.7% |
| 3M | -16.7% | -36.9% | +20.2% | -13.6% |
| 6M | -11.5% | +56.5% | -68.0% | -16.5% |
| YTD | +7.9% | +10.4% | -2.5% | +4.9% |
| 1Y | -15.0% | +3.1% | -18.1% | -18.3% |
| 3Y | +153.5% | -2.6% | +156.1% | +119.8% |
| 5Y | +58.7% | +25.2% | +33.5% | +34.9% |
| All | +49.6% | +23.8% | +25.8% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling