+267.3%
MP vs BWA
+86.5%
+180.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.3% |
| 7D | +2.3% | +1.7% | +0.6% | +1.4% |
| 30D | -15.3% | -14.6% | -0.7% | -6.3% |
| 3M | -33.5% | -26.2% | -7.3% | -19.6% |
| 6M | -45.5% | -18.4% | -27.1% | -38.5% |
| YTD | -27.3% | +14.7% | -42.0% | -36.9% |
| 1Y | -40.7% | +13.3% | -54.0% | -48.3% |
| 3Y | +145.9% | +64.7% | +81.1% | +58.2% |
| 5Y | -13.9% | +32.2% | -46.1% | -38.0% |
| All | +267.3% | +86.5% | +180.8% | +124.8% |
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