+153.3%
MP vs CF
+73.9%
+79.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.6% |
| 7D | -2.9% | +6.0% | -8.9% | -3.2% |
| 30D | +13.8% | +14.8% | -1.0% | +12.7% |
| 3M | -16.7% | +14.1% | -30.8% | -17.7% |
| 6M | -11.5% | +28.5% | -40.0% | -16.1% |
| YTD | +7.9% | +74.9% | -67.0% | -3.8% |
| 1Y | -15.0% | +61.7% | -76.7% | -23.4% |
| All | +153.3% | +73.9% | +79.3% | +102.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling