+58.1%
MP vs CB
+99.7%
-41.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.8% |
| 7D | -2.9% | +0.5% | -3.3% | -3.0% |
| 30D | +13.8% | -3.1% | +16.9% | +14.4% |
| 3M | -16.7% | +9.0% | -25.6% | -19.4% |
| 6M | -11.5% | +2.9% | -14.3% | -13.0% |
| YTD | +7.9% | +10.1% | -2.2% | +3.2% |
| 1Y | -15.0% | +22.8% | -37.8% | -22.6% |
| 3Y | +153.5% | +73.8% | +79.7% | +83.1% |
| All | +58.1% | +99.7% | -41.6% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling