+116.3%
MP vs BWA
+47.7%
+68.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.7% | -0.3% | -3.1% |
| 7D | -19.0% | -10.8% | -8.1% | -14.0% |
| 30D | -30.5% | -25.0% | -5.5% | -19.5% |
| 3M | -29.6% | -28.6% | -0.9% | -16.5% |
| 6M | -50.4% | -16.6% | -33.9% | -45.6% |
| YTD | -33.2% | +6.3% | -39.5% | -37.8% |
| 1Y | -38.6% | +7.2% | -45.8% | -43.1% |
| All | +116.3% | +47.7% | +68.5% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling