-31.8%
MP vs BWA
+10.1%
-41.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.3% | +3.9% |
| 7D | -10.5% | -5.5% | -5.1% | -8.4% |
| 30D | -23.5% | -21.7% | -1.8% | -15.9% |
| 3M | -25.4% | -25.6% | +0.2% | -16.4% |
| 6M | -51.3% | -17.4% | -33.8% | -46.4% |
| YTD | -29.9% | +9.2% | -39.1% | -30.4% |
| 1Y | -31.8% | +9.7% | -41.6% | -31.6% |
| All | -31.8% | +10.1% | -41.9% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling