+445.3%
MP vs PBR
+716.5%
-271.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.1% |
| 7D | -2.9% | +8.6% | -11.4% | -5.8% |
| 30D | +13.8% | +12.8% | +1.0% | +8.6% |
| 3M | -16.7% | +14.7% | -31.4% | -21.3% |
| 6M | -11.5% | +25.2% | -36.7% | -19.8% |
| YTD | +7.9% | +77.1% | -69.2% | -14.1% |
| 1Y | -15.0% | +69.6% | -84.6% | -31.6% |
| 3Y | +153.5% | +95.6% | +57.9% | +89.0% |
| 5Y | +58.7% | +501.8% | -443.1% | -29.0% |
| All | +445.3% | +716.5% | -271.2% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling