-7.8%
MP vs AR
+75.2%
-83.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.8% | -3.2% | -5.1% |
| 7D | -19.0% | -11.7% | -7.3% | -15.5% |
| 30D | -30.5% | +1.8% | -32.3% | -31.1% |
| 3M | -29.6% | +6.0% | -35.5% | -31.4% |
| 6M | -50.4% | -7.0% | -43.4% | -50.0% |
| YTD | -33.2% | +5.6% | -38.8% | -37.2% |
| 1Y | -38.6% | +10.8% | -49.4% | -43.4% |
| 3Y | +105.5% | +19.3% | +86.2% | +73.1% |
| 5Y | -7.8% | +73.3% | -81.2% | -36.3% |
| All | -7.8% | +75.2% | -83.0% | -36.3% |
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