+109.4%
C vs MP
-13.9%
+123.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.0% | +1.0% | -4.2% |
| 7D | -5.3% | -19.0% | +13.7% | -2.5% |
| 30D | -7.3% | -30.5% | +23.1% | -2.6% |
| 3M | -13.5% | -29.6% | +16.1% | -9.6% |
| 6M | -6.5% | -50.4% | +43.9% | +1.8% |
| YTD | +3.6% | -33.2% | +36.8% | +6.8% |
| 1Y | +18.9% | -38.6% | +57.5% | +23.3% |
| 3Y | +205.0% | +105.5% | +99.5% | +133.2% |
| 5Y | +109.4% | -7.8% | +117.2% | +79.4% |
| All | +109.4% | -13.9% | +123.3% | +79.4% |
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