+41.9%
MO vs MP
-37.2%
+79.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.8% | -1.5% |
| 7D | -2.4% | -10.5% | +8.1% | -3.2% |
| 30D | +9.7% | -23.5% | +33.3% | +7.6% |
| 3M | +14.1% | -25.4% | +39.6% | +11.8% |
| 6M | +11.9% | -51.3% | +63.1% | +9.6% |
| YTD | +38.4% | -29.9% | +68.3% | +36.2% |
| 1Y | +41.9% | -31.8% | +73.7% | +39.5% |
| All | +41.9% | -37.2% | +79.1% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling