+20.5%
C vs MP
-37.2%
+57.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.2% |
| 7D | -2.4% | -10.5% | +8.1% | -1.0% |
| 30D | -6.0% | -23.5% | +17.6% | -2.8% |
| 3M | -10.5% | -25.4% | +14.9% | -7.5% |
| 6M | -5.7% | -51.3% | +45.5% | +1.4% |
| YTD | +4.1% | -29.9% | +34.0% | +5.5% |
| 1Y | +20.5% | -31.8% | +52.3% | +21.8% |
| All | +20.5% | -37.2% | +57.7% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling