+153.3%
MP vs BWA
+71.5%
+81.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.1% |
| 7D | -2.9% | +5.7% | -8.5% | -5.3% |
| 30D | +13.8% | +1.4% | +12.4% | +13.3% |
| 3M | -16.7% | -12.1% | -4.6% | -11.8% |
| 6M | -11.5% | +28.6% | -40.1% | -20.5% |
| YTD | +7.9% | +51.1% | -43.2% | -13.3% |
| 1Y | -15.0% | +55.9% | -70.9% | -33.3% |
| All | +153.3% | +71.5% | +81.8% | +72.9% |
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