+199.0%
C vs MP
+262.7%
-63.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.1% | +6.7% | +2.3% |
| 7D | +1.1% | -12.5% | +13.6% | +2.8% |
| 30D | -2.4% | -23.3% | +20.9% | +0.8% |
| 3M | -8.4% | -24.4% | +16.0% | -5.5% |
| 6M | +0.3% | -45.8% | +46.1% | +7.2% |
| YTD | +9.1% | -28.9% | +38.0% | +11.4% |
| 1Y | +26.0% | -34.6% | +60.6% | +29.4% |
| 3Y | +221.2% | +118.7% | +102.5% | +157.1% |
| 5Y | +120.4% | -3.1% | +123.5% | +92.0% |
| All | +199.0% | +262.7% | -63.7% | +106.4% |
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 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