+264.6%
MP vs CF
+376.4%
-111.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -4.2% |
| 7D | -3.6% | +4.8% | -8.4% | -5.0% |
| 30D | -21.0% | +9.7% | -30.7% | -23.4% |
| 3M | -33.3% | +1.2% | -34.5% | -34.1% |
| 6M | -45.9% | +7.4% | -53.3% | -48.2% |
| YTD | -27.8% | +60.5% | -88.4% | -42.6% |
| 1Y | -43.2% | +50.7% | -93.9% | -53.8% |
| 3Y | +144.0% | +64.8% | +79.2% | +80.9% |
| 5Y | -6.1% | +115.8% | -121.9% | -42.3% |
| All | +264.6% | +376.4% | -111.8% | +63.3% |
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