+274.5%
MP vs BTI
+149.3%
+125.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +11.0% | -3.2% | +14.2% | +12.0% |
| 30D | -11.7% | +9.7% | -21.4% | -14.7% |
| 3M | -30.8% | +11.1% | -41.8% | -33.5% |
| 6M | -42.9% | -1.2% | -41.7% | -43.6% |
| YTD | -25.9% | +12.7% | -38.5% | -31.6% |
| 1Y | -37.3% | +15.8% | -53.1% | -43.0% |
| 3Y | +150.7% | +148.9% | +1.8% | +49.4% |
| 5Y | -19.3% | +151.9% | -171.2% | -49.6% |
| All | +274.5% | +149.3% | +125.2% | +122.6% |
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