Hi, since the benchmark returns are already being calculated, I'm wondering how feasible it would be to add the breakdown of the benchmark's monthly returns into the Monthly Returns performance visualizer? Whether it be a table next to or underneath the current table, or maybe a button to turn on to have the monthly values directly next to the strategy's values in the table, I'll differ to whatever you all believe is best; it would just be a helpful addition to visualize the over/under-performance of the strategy vs its benchmark on that monthly basis and any correlations that may exist.
EDIT: I now see in the Periodic Returns visualizer that there is a box to check for Show Benchmark. That is definitely useful; I do personally prefer that table view however that's seen in Monthly Returns, particularly with those longer Date Ranges.
EDIT: I now see in the Periodic Returns visualizer that there is a box to check for Show Benchmark. That is definitely useful; I do personally prefer that table view however that's seen in Monthly Returns, particularly with those longer Date Ranges.
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I doubt that having a second table for BM's monthly returns next to the primary table would be a worthwhile addition. In addition to becoming a source of visual clutter, it wouldn't facilitate the comparison anyway. As you pointed out, checking "Show BM" in the Periodic Returns visualizer makes it easy to compare the two bars side by side. And FWIW, having the "BM Annual" column to the right already helps with that comparison on an annual basis.
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