+153.3%
MP vs BTI
+111.6%
+41.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | -2.9% | -1.4% | -1.5% | -2.7% |
| 30D | +13.8% | -6.6% | +20.4% | +14.7% |
| 3M | -16.7% | -3.0% | -13.7% | -17.7% |
| 6M | -11.5% | -6.7% | -4.8% | -12.0% |
| YTD | +7.9% | +0.6% | +7.4% | +4.2% |
| 1Y | -15.0% | +5.6% | -20.6% | -19.6% |
| All | +153.3% | +111.6% | +41.7% | +67.0% |
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