+116.3%
MP vs CI
+2.7%
+113.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.8% | -6.1% |
| 7D | -19.0% | +1.0% | -20.0% | -19.0% |
| 30D | -30.5% | +9.9% | -40.4% | -30.5% |
| 3M | -29.6% | +12.1% | -41.6% | -29.6% |
| 6M | -50.4% | +10.6% | -61.0% | -50.5% |
| YTD | -33.2% | +11.4% | -44.6% | -33.4% |
| 1Y | -38.6% | +18.8% | -57.4% | -39.0% |
| All | +116.3% | +2.7% | +113.6% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling