+254.1%
MP vs ALL
+202.0%
+52.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.5% | +9.4% | +5.5% |
| 7D | -10.5% | -1.9% | -8.6% | -10.4% |
| 30D | -23.5% | +13.8% | -37.3% | -25.0% |
| 3M | -25.4% | -7.0% | -18.4% | -24.8% |
| 6M | -51.3% | +18.0% | -69.3% | -53.3% |
| YTD | -29.9% | +24.2% | -54.1% | -34.1% |
| 1Y | -31.8% | +31.2% | -63.0% | -37.1% |
| 3Y | +127.0% | +107.5% | +19.5% | +69.2% |
| 5Y | -3.3% | +144.8% | -148.1% | -32.7% |
| All | +254.1% | +202.0% | +52.1% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling