-50.4%
MP vs CI
+9.2%
-59.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.8% | -6.6% |
| 7D | -19.0% | +1.0% | -20.0% | -18.5% |
| 30D | -30.5% | +9.9% | -40.4% | -27.4% |
| 3M | -29.6% | +12.1% | -41.6% | -25.5% |
| 6M | -50.4% | +10.6% | -61.0% | -46.7% |
| All | -50.4% | +9.2% | -59.6% | -46.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling