+274.5%
MP vs AR
+1,105.9%
-831.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.6% |
| 7D | +11.0% | +6.4% | +4.6% | +9.0% |
| 30D | -11.7% | +3.1% | -14.9% | -12.7% |
| 3M | -30.8% | +3.3% | -34.1% | -31.8% |
| 6M | -42.9% | +6.6% | -49.5% | -44.7% |
| YTD | -25.9% | +12.3% | -38.2% | -30.6% |
| 1Y | -37.3% | +12.3% | -49.6% | -41.4% |
| 3Y | +150.7% | +50.4% | +100.2% | +106.5% |
| 5Y | -19.3% | +101.0% | -120.3% | -39.1% |
| All | +274.5% | +1,105.9% | -831.4% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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