+445.3%
MP vs BWA
+145.8%
+299.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | -0.3% |
| 7D | -2.9% | +5.7% | -8.5% | -6.2% |
| 30D | +13.8% | +1.4% | +12.4% | +13.1% |
| 3M | -16.7% | -12.1% | -4.6% | -9.6% |
| 6M | -11.5% | +28.6% | -40.1% | -24.6% |
| YTD | +7.9% | +51.1% | -43.2% | -21.0% |
| 1Y | -15.0% | +55.9% | -70.9% | -39.9% |
| 3Y | +153.5% | +70.1% | +83.4% | +62.3% |
| 5Y | +58.7% | +90.7% | -32.0% | -9.2% |
| All | +445.3% | +145.8% | +299.5% | +181.4% |
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