-28.1%
GOOG vs MP
-49.0%
+21.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.2% | +0.5% |
| 7D | +2.1% | -10.5% | +12.6% | +2.6% |
| 30D | -18.3% | -23.5% | +5.3% | -17.2% |
| 3M | -20.3% | -25.4% | +5.1% | -19.3% |
| 6M | -28.1% | -51.3% | +23.2% | -28.8% |
| All | -28.1% | -49.0% | +21.0% | -28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling