+107.5%
B vs MP
+450.8%
-343.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.4% |
| 7D | -1.6% | -2.9% | +1.3% | -1.3% |
| 30D | +9.4% | +13.8% | -4.4% | +7.8% |
| 3M | +5.0% | -16.7% | +21.7% | +6.5% |
| 6M | -3.5% | -11.5% | +7.9% | -3.2% |
| YTD | +4.5% | +7.9% | -3.5% | +3.0% |
| 1Y | +67.8% | -15.0% | +82.8% | +67.6% |
| 3Y | +196.7% | +153.5% | +43.2% | +159.7% |
| 5Y | +151.9% | +58.7% | +93.3% | +123.9% |
| All | +107.5% | +450.8% | -343.3% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling