+99.6%
MO vs MP
+58.1%
+41.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | +0.3% | -2.9% | +3.2% | +0.4% |
| 30D | +0.6% | +13.8% | -13.2% | +0.4% |
| 3M | -1.0% | -16.7% | +15.7% | -0.5% |
| 6M | +4.3% | -11.5% | +15.8% | +4.4% |
| YTD | +23.3% | +7.9% | +15.3% | +22.6% |
| 1Y | +10.5% | -15.0% | +25.5% | +10.1% |
| 3Y | +96.3% | +153.5% | -57.2% | +83.9% |
| All | +99.6% | +58.1% | +41.5% | +90.3% |
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