+157.6%
B vs MP
+58.1%
+99.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.4% |
| 7D | -1.6% | -2.9% | +1.3% | -1.2% |
| 30D | +9.4% | +13.8% | -4.4% | +7.4% |
| 3M | +5.0% | -16.7% | +21.7% | +6.9% |
| 6M | -3.5% | -11.5% | +7.9% | -3.1% |
| YTD | +4.5% | +7.9% | -3.5% | +2.6% |
| 1Y | +67.8% | -15.0% | +82.8% | +67.4% |
| 3Y | +196.7% | +153.5% | +43.2% | +146.1% |
| All | +157.6% | +58.1% | +99.6% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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