+294.8%
GOOG vs MP
+257.7%
+37.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.2% | +0.3% |
| 7D | +2.1% | -10.5% | +12.6% | +3.1% |
| 30D | -18.3% | -23.5% | +5.3% | -16.2% |
| 3M | -20.3% | -25.4% | +5.1% | -18.3% |
| 6M | -28.1% | -51.3% | +23.2% | -23.4% |
| YTD | -9.3% | -29.9% | +20.6% | -7.9% |
| 1Y | -0.2% | -31.8% | +31.6% | +1.3% |
| 3Y | +118.0% | +127.0% | -8.9% | +79.3% |
| 5Y | +92.1% | -3.3% | +95.3% | +74.3% |
| All | +294.8% | +257.7% | +37.2% | +236.2% |
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