-7.8%
MP vs CB
+107.2%
-115.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.4% | -5.9% |
| 7D | -19.0% | +2.6% | -21.6% | -19.3% |
| 30D | -30.5% | +11.2% | -41.7% | -31.6% |
| 3M | -29.6% | +5.7% | -35.3% | -30.2% |
| 6M | -50.4% | +15.9% | -66.3% | -52.3% |
| YTD | -33.2% | +20.2% | -53.4% | -36.9% |
| 1Y | -38.6% | +32.4% | -71.0% | -44.2% |
| 3Y | +105.5% | +75.5% | +30.0% | +55.9% |
| 5Y | -7.8% | +105.5% | -113.3% | -38.9% |
| All | -7.8% | +107.2% | -115.0% | -38.9% |
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