+228.3%
C vs MP
+450.8%
-222.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | +3.6% | -2.9% | +6.5% | +4.0% |
| 30D | +0.1% | +13.8% | -13.8% | -1.8% |
| 3M | +2.4% | -16.7% | +19.1% | +4.2% |
| 6M | +24.9% | -11.5% | +36.4% | +25.1% |
| YTD | +19.8% | +7.9% | +11.9% | +16.3% |
| 1Y | +44.9% | -15.0% | +59.9% | +42.9% |
| 3Y | +263.0% | +153.5% | +109.5% | +187.1% |
| 5Y | +129.5% | +58.7% | +70.9% | +88.2% |
| All | +228.3% | +450.8% | -222.5% | +115.4% |
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