-50.4%
MP vs AR
-7.2%
-43.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.8% | -3.2% | -6.5% |
| 7D | -19.0% | -11.7% | -7.3% | -20.8% |
| 30D | -30.5% | +1.8% | -32.3% | -29.4% |
| 3M | -29.6% | +6.0% | -35.5% | -26.9% |
| 6M | -50.4% | -7.0% | -43.4% | -51.2% |
| All | -50.4% | -7.2% | -43.2% | -51.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling