-43.2%
MP vs CI
+18.7%
-61.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.3% | +3.6% |
| 7D | -3.6% | +2.6% | -6.2% | -3.1% |
| 30D | -21.0% | +7.3% | -28.3% | -19.8% |
| 3M | -33.3% | +9.5% | -42.8% | -32.1% |
| 6M | -45.9% | +6.4% | -52.4% | -44.7% |
| YTD | -27.8% | +12.0% | -39.8% | -26.0% |
| 1Y | -43.2% | +20.1% | -63.3% | -40.3% |
| All | -43.2% | +18.7% | -61.9% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling