+254.1%
MP vs CI
+71.5%
+182.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.6% | +5.4% |
| 7D | -10.5% | -1.6% | -9.0% | -10.3% |
| 30D | -23.5% | +5.4% | -29.0% | -24.3% |
| 3M | -25.4% | +7.3% | -32.7% | -26.5% |
| 6M | -51.3% | +5.3% | -56.6% | -52.1% |
| YTD | -29.9% | +8.5% | -38.4% | -31.6% |
| 1Y | -31.8% | +17.1% | -48.9% | -34.6% |
| 3Y | +127.0% | +1.4% | +125.6% | +120.4% |
| 5Y | -3.3% | +50.5% | -53.8% | -17.8% |
| All | +254.1% | +71.5% | +182.6% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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