-32.6%
MP vs A
+17.3%
-49.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.3% |
| 7D | +9.5% | -0.5% | +9.9% | +9.6% |
| 30D | -3.0% | 0.0% | -3.0% | -2.8% |
| 3M | -30.4% | +16.7% | -47.1% | -32.5% |
| 6M | -39.2% | +54.8% | -94.0% | -45.1% |
| YTD | -23.3% | +28.8% | -52.1% | -28.7% |
| 1Y | -32.6% | +19.3% | -52.0% | -37.0% |
| All | -32.6% | +17.3% | -49.9% | -37.0% |
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 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