+68.9%
MP vs PBR
+527.8%
-458.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +0.3% |
| 7D | +3.0% | +2.5% | +0.6% | +2.2% |
| 30D | +8.3% | +19.4% | -11.0% | +1.7% |
| 3M | -3.8% | +20.8% | -24.6% | -10.6% |
| 6M | -4.9% | +23.5% | -28.4% | -13.0% |
| YTD | +9.6% | +83.4% | -73.8% | -13.2% |
| 1Y | -11.7% | +77.6% | -89.3% | -29.5% |
| 3Y | +158.5% | +99.9% | +58.6% | +92.8% |
| 5Y | +68.9% | +567.7% | -498.8% | -30.9% |
| All | +68.9% | +527.8% | -458.9% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling