-34.6%
MP vs ALL
+42.7%
-77.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.9% | -8.0% | -2.8% |
| 7D | -12.5% | +7.5% | -20.1% | -7.4% |
| 30D | -23.3% | +19.7% | -43.1% | -11.7% |
| 3M | -24.4% | +2.9% | -27.3% | -22.2% |
| 6M | -45.8% | +23.5% | -69.3% | -34.6% |
| YTD | -28.9% | +31.1% | -60.1% | -8.2% |
| 1Y | -34.6% | +40.5% | -75.1% | -17.7% |
| All | -34.6% | +42.7% | -77.3% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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