+237.4%
MP vs BWA
+73.0%
+164.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.7% | -0.3% | -2.5% |
| 7D | -19.0% | -10.8% | -8.1% | -12.8% |
| 30D | -30.5% | -25.0% | -5.5% | -16.6% |
| 3M | -29.6% | -28.6% | -0.9% | -13.0% |
| 6M | -50.4% | -16.6% | -33.9% | -45.0% |
| YTD | -33.2% | +6.3% | -39.5% | -39.3% |
| 1Y | -38.6% | +7.2% | -45.8% | -44.6% |
| 3Y | +105.5% | +48.2% | +57.3% | +41.6% |
| 5Y | -7.8% | +23.4% | -31.3% | -30.9% |
| All | +237.4% | +73.0% | +164.4% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling