+274.5%
MP vs CI
+73.1%
+201.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.2% |
| 7D | +11.0% | -1.7% | +12.7% | +11.2% |
| 30D | -11.7% | +4.9% | -16.6% | -12.6% |
| 3M | -30.8% | +7.4% | -38.2% | -31.8% |
| 6M | -42.9% | +0.4% | -43.3% | -43.3% |
| YTD | -25.9% | +9.5% | -35.3% | -27.8% |
| 1Y | -37.3% | +12.0% | -49.3% | -39.3% |
| 3Y | +150.7% | +7.1% | +143.6% | +139.6% |
| 5Y | -19.3% | +49.3% | -68.6% | -31.3% |
| All | +274.5% | +73.1% | +201.4% | +209.2% |
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