fix benchmark return baseline

crates/fidc-core/src/engine.rs

@@ -75,6 +75,7 @@ pub struct DailyEquityPoint {
     pub market_value: f64,
     pub total_equity: f64,
     pub benchmark_close: f64,
+    pub benchmark_prev_close: f64,
     pub notes: String,
     pub diagnostics: String,
 }
@@ -212,6 +213,12 @@ impl BacktestResult {
 
     pub fn analyzer_monthly_returns(&self) -> Vec<AnalyzerMonthlyReturnRow> {
         let mut month_points = BTreeMap::<(i32, u32), (f64, f64, f64, f64)>::new();
+        let mut previous_equity = self.metrics.initial_cash;
+        let mut previous_benchmark = self
+            .equity_curve
+            .first()
+            .map(|point| point.benchmark_prev_close)
+            .unwrap_or_default();
         for point in &self.equity_curve {
             let key = (point.date.year(), point.date.month());
             month_points
@@ -221,11 +228,13 @@ impl BacktestResult {
                     *end_benchmark = point.benchmark_close;
                 })
                 .or_insert((
-                    point.total_equity,
-                    point.benchmark_close,
+                    previous_equity,
+                    previous_benchmark,
                     point.total_equity,
                     point.benchmark_close,
                 ));
+            previous_equity = point.total_equity;
+            previous_benchmark = point.benchmark_close;
         }
         month_points
             .into_iter()
@@ -2423,6 +2432,7 @@ where
                 market_value: aggregate_market_value,
                 total_equity: aggregate_total_equity,
                 benchmark_close: benchmark.close,
+                benchmark_prev_close: benchmark.prev_close,
                 notes,
                 diagnostics,
             });