+366.4%
GOOG vs MP
+459.3%
-92.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +1.1% | +3.0% | -2.0% | +0.8% |
| 30D | -5.1% | +8.3% | -13.4% | -6.0% |
| 3M | -7.1% | -3.8% | -3.2% | -7.2% |
| 6M | +12.7% | -4.9% | +17.6% | +11.9% |
| YTD | +7.1% | +9.6% | -2.5% | +4.2% |
| 1Y | +43.6% | -11.7% | +55.3% | +41.3% |
| 3Y | +146.8% | +158.5% | -11.7% | +102.8% |
| 5Y | +133.7% | +68.9% | +64.8% | +102.0% |
| All | +366.4% | +459.3% | -92.9% | +280.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling