-38.6%
MP vs CB
+31.4%
-69.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.4% | -6.7% |
| 7D | -19.0% | +2.6% | -21.6% | -16.8% |
| 30D | -30.5% | +11.2% | -41.7% | -22.3% |
| 3M | -29.6% | +5.7% | -35.3% | -24.8% |
| 6M | -50.4% | +15.9% | -66.3% | -41.2% |
| YTD | -33.2% | +20.2% | -53.4% | -15.7% |
| 1Y | -38.6% | +32.4% | -71.0% | -16.2% |
| All | -38.6% | +31.4% | -69.9% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling