+259.1%
MP vs CB
+223.0%
+36.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.1% | -7.2% | -5.5% |
| 7D | -12.5% | +5.3% | -17.8% | -13.4% |
| 30D | -23.3% | +13.2% | -36.6% | -25.3% |
| 3M | -24.4% | +7.8% | -32.1% | -25.6% |
| 6M | -45.8% | +15.8% | -61.5% | -48.0% |
| YTD | -28.9% | +21.0% | -49.9% | -33.2% |
| 1Y | -34.6% | +32.2% | -66.8% | -40.6% |
| 3Y | +118.7% | +76.7% | +42.0% | +72.1% |
| 5Y | -3.1% | +110.4% | -113.4% | -29.9% |
| All | +259.1% | +223.0% | +36.1% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling