+445.3%
MP vs CF
+419.2%
+26.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +2.4% |
| 7D | -2.9% | +6.0% | -8.9% | -4.7% |
| 30D | +13.8% | +14.8% | -1.0% | +8.8% |
| 3M | -16.7% | +14.1% | -30.8% | -20.8% |
| 6M | -11.5% | +28.5% | -40.0% | -22.1% |
| YTD | +7.9% | +74.9% | -67.0% | -15.9% |
| 1Y | -15.0% | +61.7% | -76.7% | -32.2% |
| 3Y | +153.5% | +80.3% | +73.2% | +83.4% |
| 5Y | +58.7% | +226.0% | -167.3% | -19.4% |
| All | +445.3% | +419.2% | +26.1% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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