+287.6%
MP vs A
+105.4%
+182.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.2% |
| 7D | +9.5% | -0.5% | +9.9% | +9.8% |
| 30D | -3.0% | 0.0% | -3.0% | -2.8% |
| 3M | -30.4% | +16.7% | -47.1% | -36.0% |
| 6M | -39.2% | +54.8% | -94.0% | -53.2% |
| YTD | -23.3% | +28.8% | -52.1% | -34.6% |
| 1Y | -32.6% | +19.3% | -52.0% | -40.0% |
| 3Y | +159.3% | +65.5% | +93.7% | +77.1% |
| 5Y | -16.4% | +12.1% | -28.5% | -25.6% |
| All | +287.6% | +105.4% | +182.2% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling