-7.8%
MP vs CF
+125.5%
-133.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.2% | -12.2% | -7.4% |
| 7D | -19.0% | +0.4% | -19.4% | -19.2% |
| 30D | -30.5% | +2.2% | -32.7% | -31.0% |
| 3M | -29.6% | +2.1% | -31.7% | -30.4% |
| 6M | -50.4% | -6.5% | -43.9% | -50.4% |
| YTD | -33.2% | +55.6% | -88.8% | -44.9% |
| 1Y | -38.6% | +42.3% | -80.9% | -47.8% |
| 3Y | +105.5% | +55.7% | +49.7% | +59.5% |
| 5Y | -7.8% | +122.4% | -130.3% | -46.4% |
| All | -7.8% | +125.5% | -133.3% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling