-34.6%
MP vs PBR
+74.7%
-109.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.0% | +1.9% | -3.9% |
| 7D | -12.5% | -11.0% | -1.6% | -10.9% |
| 30D | -23.3% | -18.8% | -4.6% | -21.1% |
| 3M | -24.4% | +7.8% | -32.2% | -27.2% |
| 6M | -45.8% | -7.6% | -38.2% | -44.9% |
| YTD | -28.9% | +72.7% | -101.6% | -47.7% |
| 1Y | -34.6% | +72.9% | -107.5% | -53.7% |
| All | -34.6% | +74.7% | -109.3% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling