+287.6%
MP vs BWA
+85.2%
+202.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +9.5% | +4.3% | +5.2% | +6.7% |
| 30D | -3.0% | -13.0% | +10.0% | +6.0% |
| 3M | -30.4% | -24.8% | -5.5% | -16.8% |
| 6M | -39.2% | -23.5% | -15.7% | -28.4% |
| YTD | -23.3% | +13.8% | -37.1% | -33.1% |
| 1Y | -32.6% | +13.4% | -46.1% | -41.3% |
| 3Y | +159.3% | +62.8% | +96.5% | +68.1% |
| 5Y | -16.4% | +28.5% | -44.9% | -38.8% |
| All | +287.6% | +85.2% | +202.4% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling