+44.5%
GOOG vs MP
-17.4%
+61.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.2% |
| 7D | -2.2% | -2.9% | +0.6% | -2.0% |
| 30D | -6.9% | +13.8% | -20.7% | -7.9% |
| 3M | -9.1% | -16.7% | +7.6% | -8.3% |
| 6M | +10.6% | -11.5% | +22.1% | +10.3% |
| YTD | +7.0% | +7.9% | -0.9% | +4.7% |
| 1Y | +44.5% | -15.0% | +59.6% | +42.1% |
| All | +44.5% | -17.4% | +61.9% | +42.1% |
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