+445.3%
MP vs BTI
+122.5%
+322.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.8% |
| 7D | -2.9% | -1.4% | -1.5% | -2.4% |
| 30D | +13.8% | -6.6% | +20.4% | +16.3% |
| 3M | -16.7% | -3.0% | -13.7% | -17.4% |
| 6M | -11.5% | -6.7% | -4.8% | -11.4% |
| YTD | +7.9% | +0.6% | +7.4% | +4.0% |
| 1Y | -15.0% | +5.6% | -20.6% | -20.5% |
| 3Y | +153.5% | +110.3% | +43.2% | +62.5% |
| 5Y | +58.7% | +114.3% | -55.6% | +4.8% |
| All | +445.3% | +122.5% | +322.8% | +238.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling