+445.3%
MP vs A
+77.8%
+367.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | -2.9% | -1.9% | -0.9% | -1.8% |
| 30D | +13.8% | +6.9% | +6.9% | +10.0% |
| 3M | -16.7% | +9.2% | -25.9% | -21.0% |
| 6M | -11.5% | +25.7% | -37.2% | -23.4% |
| YTD | +7.9% | +11.5% | -3.6% | -0.3% |
| 1Y | -15.0% | +18.4% | -33.4% | -25.6% |
| 3Y | +153.5% | +26.6% | +126.9% | +104.8% |
| 5Y | +58.7% | -12.8% | +71.5% | +63.7% |
| All | +445.3% | +77.8% | +367.5% | +249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling