+58.1%
MP vs CF
+227.0%
-168.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +2.2% |
| 7D | -2.9% | +6.0% | -8.9% | -4.4% |
| 30D | +13.8% | +14.8% | -1.0% | +9.6% |
| 3M | -16.7% | +14.1% | -30.8% | -20.1% |
| 6M | -11.5% | +28.5% | -40.0% | -20.9% |
| YTD | +7.9% | +74.9% | -67.0% | -13.5% |
| 1Y | -15.0% | +61.7% | -76.7% | -30.4% |
| 3Y | +153.5% | +80.3% | +73.2% | +88.6% |
| All | +58.1% | +227.0% | -168.8% | -20.8% |
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