-31.8%
MP vs AR
+8.4%
-40.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.8% | +4.9% |
| 7D | -10.5% | -14.3% | +3.7% | -12.0% |
| 30D | -23.5% | +1.4% | -25.0% | -23.0% |
| 3M | -25.4% | +3.4% | -28.8% | -24.6% |
| 6M | -51.3% | -2.1% | -49.2% | -50.8% |
| YTD | -29.9% | +4.7% | -34.6% | -30.8% |
| 1Y | -31.8% | +10.6% | -42.4% | -36.7% |
| All | -31.8% | +8.4% | -40.2% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling