-15.1%
MP vs PBR
+494.6%
-509.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.4% | +5.4% |
| 7D | -10.5% | -16.0% | +5.5% | -5.4% |
| 30D | -23.5% | -22.8% | -0.8% | -17.6% |
| 3M | -25.4% | +3.0% | -28.4% | -27.6% |
| 6M | -51.3% | -8.1% | -43.2% | -51.0% |
| YTD | -29.9% | +63.1% | -93.1% | -43.1% |
| 1Y | -31.8% | +59.3% | -91.1% | -44.2% |
| 3Y | +127.0% | +66.1% | +60.9% | +77.6% |
| All | -15.1% | +494.6% | -509.7% | -67.0% |
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 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