+133.4%
MP vs PBR
+99.7%
+33.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.3% |
| 7D | -7.4% | +5.4% | -12.7% | -8.9% |
| 30D | -6.7% | +22.9% | -29.5% | -12.8% |
| 3M | -11.7% | +19.6% | -31.3% | -17.2% |
| 6M | -18.9% | +16.5% | -35.3% | -24.0% |
| YTD | 0.0% | +86.7% | -86.7% | -21.3% |
| 1Y | -19.9% | +74.7% | -94.6% | -35.7% |
| 3Y | +133.4% | +102.6% | +30.8% | +61.0% |
| All | +133.4% | +99.7% | +33.7% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling