+443.0%
MP vs PBR
+749.4%
-306.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -0.7% | +0.3% | -1.1% | -0.9% |
| 30D | -0.7% | +17.5% | -18.2% | -6.5% |
| 3M | 0.0% | +20.9% | -20.9% | -7.4% |
| 6M | -10.0% | +20.2% | -30.2% | -17.1% |
| YTD | +7.5% | +84.3% | -76.8% | -15.7% |
| 1Y | -14.0% | +77.1% | -91.1% | -31.8% |
| 3Y | +153.5% | +100.8% | +52.7% | +87.2% |
| 5Y | +62.7% | +556.1% | -493.4% | -29.5% |
| All | +443.0% | +749.4% | -306.4% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling