+259.1%
MP vs AR
+1,066.0%
-806.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.3% | +1.2% | -3.3% |
| 7D | -12.5% | -11.1% | -1.4% | -9.6% |
| 30D | -23.3% | +7.9% | -31.2% | -25.2% |
| 3M | -24.4% | +4.9% | -29.2% | -25.8% |
| 6M | -45.8% | -5.3% | -40.4% | -45.7% |
| YTD | -28.9% | +8.6% | -37.5% | -32.8% |
| 1Y | -34.6% | +13.7% | -48.3% | -39.1% |
| 3Y | +118.7% | +22.8% | +95.9% | +91.4% |
| 5Y | -3.1% | +82.0% | -85.0% | -25.1% |
| All | +259.1% | +1,066.0% | -806.9% | +124.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling