-41.2%
MP vs A
+23.5%
-64.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.1% | +3.5% | +5.7% |
| 7D | -1.6% | +4.8% | -6.3% | -2.7% |
| 30D | -18.2% | +5.6% | -23.8% | -19.2% |
| 3M | -26.1% | +23.6% | -49.8% | -29.3% |
| 6M | -44.0% | +56.4% | -100.4% | -49.4% |
| YTD | -25.3% | +33.4% | -58.7% | -31.4% |
| All | -41.2% | +23.5% | -64.7% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling