+127.0%
MP vs BTI
+139.2%
-12.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.5% | +8.4% | +5.1% |
| 7D | -10.5% | -1.0% | -9.5% | -10.5% |
| 30D | -23.5% | +13.0% | -36.5% | -24.2% |
| 3M | -25.4% | +3.7% | -29.1% | -25.6% |
| 6M | -51.3% | +3.7% | -54.9% | -52.0% |
| YTD | -29.9% | +10.6% | -40.5% | -32.5% |
| 1Y | -31.8% | +17.1% | -48.9% | -35.6% |
| 3Y | +127.0% | +140.2% | -13.2% | +54.9% |
| All | +127.0% | +139.2% | -12.2% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling