+208.1%
C vs MP
+114.3%
+93.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | 0.0% |
| 7D | -2.4% | -10.5% | +8.1% | -1.3% |
| 30D | -6.0% | -23.5% | +17.6% | -3.4% |
| 3M | -10.5% | -25.4% | +14.9% | -8.1% |
| 6M | -5.7% | -51.3% | +45.5% | +0.5% |
| YTD | +4.1% | -29.9% | +34.0% | +6.1% |
| 1Y | +20.5% | -31.8% | +52.3% | +22.7% |
| 3Y | +208.1% | +127.0% | +81.1% | +149.6% |
| All | +208.1% | +114.3% | +93.8% | +149.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling