+264.6%
MP vs ALL
+209.4%
+55.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.7% |
| 7D | -3.6% | -0.1% | -3.5% | -3.7% |
| 30D | -21.0% | +13.8% | -34.8% | -22.5% |
| 3M | -33.3% | -2.8% | -30.5% | -33.1% |
| 6M | -45.9% | +23.7% | -69.6% | -48.6% |
| YTD | -27.8% | +27.3% | -55.1% | -32.4% |
| 1Y | -43.2% | +30.5% | -73.7% | -47.3% |
| 3Y | +144.0% | +113.0% | +31.0% | +81.3% |
| 5Y | -6.1% | +157.6% | -163.7% | -35.4% |
| All | +264.6% | +209.4% | +55.2% | +127.2% |
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