+123.6%
MA vs MP
+240.8%
-117.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.6% | -2.1% |
| 7D | +3.2% | -19.0% | +22.2% | +4.4% |
| 30D | +15.9% | -30.5% | +46.4% | +18.4% |
| 3M | +15.2% | -29.6% | +44.7% | +17.2% |
| 6M | +32.4% | -50.4% | +82.8% | +37.1% |
| YTD | +15.6% | -33.2% | +48.8% | +16.3% |
| 1Y | +19.3% | -38.6% | +57.9% | +20.4% |
| 3Y | +73.0% | +105.5% | -32.5% | +46.7% |
| 5Y | +93.7% | -7.8% | +101.6% | +77.0% |
| All | +123.6% | +240.8% | -117.2% | +72.4% |
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 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