+254.1%
MP vs A
+106.3%
+147.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.0% |
| 7D | -10.5% | -0.1% | -10.5% | -10.4% |
| 30D | -23.5% | +3.4% | -26.9% | -24.8% |
| 3M | -25.4% | +23.8% | -49.3% | -33.6% |
| 6M | -51.3% | +49.0% | -100.3% | -61.6% |
| YTD | -29.9% | +29.4% | -59.3% | -40.4% |
| 1Y | -31.8% | +19.4% | -51.2% | -39.4% |
| 3Y | +127.0% | +66.2% | +60.8% | +54.8% |
| 5Y | -3.3% | +15.8% | -19.1% | -15.6% |
| All | +254.1% | +106.3% | +147.8% | +108.7% |
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