+254.1%
MP vs BTI
+148.7%
+105.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.5% | +8.4% | +6.0% |
| 7D | -10.5% | -1.0% | -9.5% | -10.4% |
| 30D | -23.5% | +13.0% | -36.5% | -26.8% |
| 3M | -25.4% | +5.3% | -30.8% | -27.1% |
| 6M | -51.3% | +5.3% | -56.6% | -53.3% |
| YTD | -29.9% | +12.4% | -42.3% | -35.2% |
| 1Y | -31.8% | +18.9% | -50.8% | -38.8% |
| 3Y | +127.0% | +144.0% | -17.1% | +36.8% |
| 5Y | -3.3% | +156.3% | -159.5% | -39.9% |
| All | +254.1% | +148.7% | +105.4% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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