+172.8%
MO vs MP
+450.8%
-278.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 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% | +22.3% |
| 1Y | +10.5% | -15.0% | +25.5% | +10.0% |
| 3Y | +96.3% | +153.5% | -57.2% | +82.6% |
| 5Y | +98.9% | +58.7% | +40.2% | +86.1% |
| All | +172.8% | +450.8% | -278.0% | +129.5% |
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 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