-15.1%
MP vs BWA
+26.5%
-41.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.3% | +3.3% |
| 7D | -10.5% | -5.5% | -5.1% | -7.2% |
| 30D | -23.5% | -21.7% | -1.8% | -10.9% |
| 3M | -25.4% | -25.6% | +0.2% | -10.4% |
| 6M | -51.3% | -17.4% | -33.8% | -45.6% |
| YTD | -29.9% | +9.2% | -39.1% | -37.5% |
| 1Y | -31.8% | +9.7% | -41.6% | -39.6% |
| 3Y | +127.0% | +54.6% | +72.4% | +49.3% |
| All | -15.1% | +26.5% | -41.5% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling