-15.1%
MP vs AR
+71.8%
-86.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.8% | +5.2% |
| 7D | -10.5% | -14.3% | +3.7% | -5.7% |
| 30D | -23.5% | +1.4% | -25.0% | -24.1% |
| 3M | -25.4% | +3.4% | -28.8% | -26.8% |
| 6M | -51.3% | -2.1% | -49.2% | -51.7% |
| YTD | -29.9% | +4.7% | -34.6% | -33.9% |
| 1Y | -31.8% | +10.6% | -42.4% | -37.2% |
| 3Y | +127.0% | +24.6% | +102.4% | +87.4% |
| All | -15.1% | +71.8% | -86.9% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling