-15.0%
MP vs CAPR
+48.7%
-63.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.4% |
| 7D | -2.9% | -2.0% | -0.9% | -2.9% |
| 30D | +13.8% | +139.2% | -125.4% | +15.0% |
| 3M | -16.7% | -66.4% | +49.7% | -17.0% |
| 6M | -11.5% | -63.1% | +51.6% | -11.7% |
| YTD | +7.9% | -67.4% | +75.4% | +7.6% |
| 1Y | -15.0% | +58.2% | -73.3% | -10.0% |
| All | -15.0% | +48.7% | -63.8% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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