+58.1%
MP vs CI
+42.7%
+15.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | -2.9% | +1.3% | -4.2% | -3.1% |
| 30D | +13.8% | +4.4% | +9.4% | +13.0% |
| 3M | -16.7% | +0.7% | -17.4% | -17.1% |
| 6M | -11.5% | +0.3% | -11.8% | -12.2% |
| YTD | +7.9% | +3.8% | +4.1% | +6.3% |
| 1Y | -15.0% | -5.5% | -9.5% | -15.2% |
| 3Y | +153.5% | +8.1% | +145.4% | +137.7% |
| All | +58.1% | +42.7% | +15.4% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling