-10.9%
MP vs BTI
+153.9%
-164.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | +9.5% | +1.6% | +7.8% | +8.9% |
| 30D | -3.0% | +9.2% | -12.2% | -6.2% |
| 3M | -30.4% | +9.6% | -40.0% | -32.9% |
| 6M | -39.2% | -2.4% | -36.7% | -39.2% |
| YTD | -23.3% | +14.2% | -37.5% | -30.2% |
| 1Y | -32.6% | +20.3% | -52.9% | -40.6% |
| 3Y | +159.3% | +147.4% | +11.9% | +39.5% |
| All | -10.9% | +153.9% | -164.8% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling