+259.1%
MP vs ALL
+218.9%
+40.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.9% | -8.0% | -5.4% |
| 7D | -12.5% | +7.5% | -20.1% | -13.4% |
| 30D | -23.3% | +19.7% | -43.1% | -25.3% |
| 3M | -24.4% | +2.9% | -27.3% | -24.8% |
| 6M | -45.8% | +23.5% | -69.3% | -48.3% |
| YTD | -28.9% | +31.1% | -60.1% | -33.6% |
| 1Y | -34.6% | +40.5% | -75.1% | -40.2% |
| 3Y | +118.7% | +117.1% | +1.6% | +62.7% |
| 5Y | -3.1% | +158.6% | -161.7% | -33.0% |
| All | +259.1% | +218.9% | +40.2% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling