+116.3%
MP vs A
+61.4%
+54.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.0% | -3.0% | -4.8% |
| 7D | -19.0% | -5.2% | -13.8% | -17.2% |
| 30D | -30.5% | +1.4% | -31.9% | -30.8% |
| 3M | -29.6% | +21.9% | -51.5% | -34.7% |
| 6M | -50.4% | +46.7% | -97.1% | -57.9% |
| YTD | -33.2% | +27.2% | -60.4% | -39.8% |
| 1Y | -38.6% | +17.9% | -56.5% | -42.8% |
| All | +116.3% | +61.4% | +54.8% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling