+17.7%
INTC vs MP
-5.6%
+23.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.9% | +2.8% | +6.6% |
| 7D | -14.4% | -10.5% | -3.9% | -12.1% |
| 30D | -50.2% | -23.5% | -26.7% | -46.9% |
| 3M | -43.6% | -25.4% | -18.2% | -39.8% |
| 6M | -50.2% | -51.3% | +1.1% | -42.2% |
| YTD | +52.5% | -29.9% | +82.4% | +62.7% |
| 1Y | +51.1% | -31.8% | +83.0% | +61.4% |
| 3Y | +50.3% | +127.0% | -76.7% | +8.3% |
| All | +17.7% | -5.6% | +23.3% | +2.1% |
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 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