+254.1%
MP vs CB
+215.1%
+39.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.3% |
| 7D | -10.5% | +0.2% | -10.8% | -10.6% |
| 30D | -23.5% | +9.1% | -32.6% | -24.9% |
| 3M | -25.4% | +3.4% | -28.9% | -26.1% |
| 6M | -51.3% | +14.1% | -65.4% | -53.2% |
| YTD | -29.9% | +18.0% | -47.9% | -33.9% |
| 1Y | -31.8% | +30.1% | -62.0% | -38.0% |
| 3Y | +127.0% | +71.8% | +55.2% | +79.7% |
| 5Y | -3.3% | +101.8% | -105.1% | -29.4% |
| All | +254.1% | +215.1% | +39.0% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling