+274.5%
MP vs A
+104.2%
+170.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +3.2% |
| 7D | +11.0% | +0.7% | +10.3% | +10.6% |
| 30D | -11.7% | +0.8% | -12.6% | -12.0% |
| 3M | -30.8% | +16.9% | -47.7% | -36.5% |
| 6M | -42.9% | +53.8% | -96.7% | -55.9% |
| YTD | -25.9% | +28.1% | -54.0% | -36.6% |
| 1Y | -37.3% | +15.0% | -52.3% | -42.9% |
| 3Y | +150.7% | +63.1% | +87.6% | +72.9% |
| 5Y | -19.3% | +11.5% | -30.7% | -27.9% |
| All | +274.5% | +104.2% | +170.3% | +122.0% |
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