+153.3%
MP vs ALL
+150.1%
+3.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.1% |
| 7D | -2.9% | 0.0% | -2.9% | -2.8% |
| 30D | +13.8% | -1.5% | +15.3% | +13.5% |
| 3M | -16.7% | +23.6% | -40.3% | -13.1% |
| 6M | -11.5% | +22.3% | -33.8% | -7.8% |
| YTD | +7.9% | +26.5% | -18.6% | +13.1% |
| 1Y | -15.0% | +27.0% | -42.0% | -11.2% |
| All | +153.3% | +150.1% | +3.2% | +136.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling