+287.6%
MP vs ALL
+217.2%
+70.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.5% |
| 7D | +9.5% | +5.0% | +4.4% | +8.8% |
| 30D | -3.0% | +13.3% | -16.3% | -4.7% |
| 3M | -30.4% | +3.2% | -33.5% | -30.8% |
| 6M | -39.2% | +25.3% | -64.5% | -42.2% |
| YTD | -23.3% | +30.5% | -53.7% | -28.3% |
| 1Y | -32.6% | +29.2% | -61.8% | -37.0% |
| 3Y | +159.3% | +119.1% | +40.2% | +91.7% |
| 5Y | -16.4% | +162.6% | -179.1% | -42.6% |
| All | +287.6% | +217.2% | +70.4% | +140.9% |
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