+97.7%
GOOG vs MP
-13.0%
+110.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.4% |
| 7D | +3.0% | +9.5% | -6.4% | +1.9% |
| 30D | -14.9% | -3.0% | -11.9% | -14.7% |
| 3M | -14.9% | -30.4% | +15.5% | -11.5% |
| 6M | -26.6% | -39.2% | +12.6% | -23.0% |
| YTD | -6.6% | -23.3% | +16.7% | -6.1% |
| 1Y | +5.1% | -32.6% | +37.7% | +7.1% |
| 3Y | +121.0% | +159.3% | -38.3% | +61.5% |
| All | +97.7% | -13.0% | +110.6% | +80.4% |
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