+259.1%
MP vs CAPR
+73.5%
+185.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +8.3% | -13.3% | -5.2% |
| 7D | -12.5% | +43.2% | -55.7% | -13.0% |
| 30D | -23.3% | +14.7% | -38.0% | -23.5% |
| 3M | -24.4% | +113.9% | -138.3% | -25.2% |
| 6M | -45.8% | -73.4% | +27.6% | -45.4% |
| YTD | -28.9% | -69.1% | +40.2% | -28.6% |
| 1Y | -34.6% | +47.2% | -81.8% | -37.7% |
| 3Y | +118.7% | +210.8% | -92.1% | +66.2% |
| 5Y | -3.1% | +134.1% | -137.2% | -29.3% |
| All | +259.1% | +73.5% | +185.6% | +154.3% |
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