-37.3%
MP vs BTI
+15.9%
-53.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +11.0% | -3.2% | +14.2% | +9.8% |
| 30D | -11.7% | +9.7% | -21.4% | -8.8% |
| 3M | -30.8% | +11.1% | -41.8% | -28.0% |
| 6M | -42.9% | -1.2% | -41.7% | -41.6% |
| YTD | -25.9% | +12.7% | -38.5% | -24.0% |
| 1Y | -37.3% | +15.8% | -53.1% | -35.4% |
| All | -37.3% | +15.9% | -53.2% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling