-7.8%
MP vs ALL
+155.0%
-162.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.2% | -6.0% |
| 7D | -19.0% | +4.2% | -23.2% | -19.3% |
| 30D | -30.5% | +18.9% | -49.4% | -31.7% |
| 3M | -29.6% | +1.2% | -30.8% | -29.7% |
| 6M | -50.4% | +23.2% | -73.6% | -52.4% |
| YTD | -33.2% | +30.0% | -63.2% | -37.0% |
| 1Y | -38.6% | +39.6% | -78.2% | -43.3% |
| 3Y | +105.5% | +115.2% | -9.8% | +52.3% |
| 5Y | -7.8% | +156.2% | -164.1% | -33.5% |
| All | -7.8% | +155.0% | -162.8% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling