+237.4%
MP vs CAPR
+67.3%
+170.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.6% | -2.5% | -6.0% |
| 7D | -19.0% | +29.7% | -48.7% | -19.3% |
| 30D | -30.5% | +11.0% | -41.4% | -30.6% |
| 3M | -29.6% | +118.8% | -148.4% | -30.4% |
| 6M | -50.4% | -73.9% | +23.5% | -50.1% |
| YTD | -33.2% | -70.2% | +37.0% | -32.9% |
| 1Y | -38.6% | +38.3% | -76.8% | -41.3% |
| 3Y | +105.5% | +199.7% | -94.2% | +56.3% |
| 5Y | -7.8% | +130.6% | -138.4% | -32.9% |
| All | +237.4% | +67.3% | +170.1% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling