+127.0%
MP vs CI
0.0%
+127.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.6% | +4.9% |
| 7D | -10.5% | -1.6% | -9.0% | -10.5% |
| 30D | -23.5% | +5.4% | -29.0% | -23.6% |
| 3M | -25.4% | +7.3% | -32.7% | -25.5% |
| 6M | -51.3% | +5.3% | -56.6% | -51.3% |
| YTD | -29.9% | +8.5% | -38.4% | -30.1% |
| 1Y | -31.8% | +17.1% | -48.9% | -32.4% |
| 3Y | +127.0% | +1.4% | +125.6% | +134.8% |
| All | +127.0% | 0.0% | +127.0% | +134.8% |
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