+31.2%
INTC vs MP
-13.5%
+44.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.0% | -2.5% |
| 7D | +17.1% | +11.0% | +6.1% | +14.4% |
| 30D | -40.5% | -11.7% | -28.7% | -38.5% |
| 3M | -39.4% | -30.8% | -8.6% | -34.1% |
| 6M | -49.3% | -42.9% | -6.4% | -42.9% |
| YTD | +65.9% | -25.9% | +91.7% | +74.8% |
| 1Y | +61.5% | -37.3% | +98.8% | +75.2% |
| 3Y | +59.6% | +150.7% | -91.1% | +11.4% |
| 5Y | +31.2% | -19.3% | +50.4% | +13.9% |
| All | +31.2% | -13.5% | +44.7% | +13.9% |
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