+267.3%
MP vs BTI
+149.3%
+118.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | +2.3% | -3.0% | +5.3% | +3.1% |
| 30D | -15.3% | +9.8% | -25.1% | -18.2% |
| 3M | -33.5% | +9.2% | -42.7% | -35.8% |
| 6M | -45.5% | +4.0% | -49.6% | -47.5% |
| YTD | -27.3% | +12.7% | -40.0% | -32.9% |
| 1Y | -40.7% | +15.9% | -56.7% | -46.1% |
| 3Y | +145.9% | +148.9% | -3.1% | +46.5% |
| 5Y | -13.9% | +152.8% | -166.7% | -46.3% |
| All | +267.3% | +149.3% | +118.0% | +118.3% |
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