+0.7%
MP vs COMP
-52.0%
+52.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.7% | -5.8% | +2.2% |
| 7D | -10.5% | +13.4% | -24.0% | -13.6% |
| 30D | -23.5% | +11.1% | -34.6% | -25.9% |
| 3M | -25.4% | -18.8% | -6.6% | -21.9% |
| 6M | -51.3% | +10.5% | -61.8% | -53.3% |
| YTD | -29.9% | -3.4% | -26.5% | -31.8% |
| 1Y | -31.8% | +19.7% | -51.5% | -37.3% |
| 3Y | +127.0% | +381.6% | -254.6% | +29.9% |
| 5Y | -3.3% | -17.6% | +14.3% | -19.9% |
| All | +0.7% | -52.0% | +52.7% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling