+2.2%
MP vs COMP
-52.8%
+54.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +7.7% | -12.8% | -7.0% |
| 7D | -12.5% | +9.5% | -22.0% | -14.8% |
| 30D | -23.3% | +8.1% | -31.4% | -25.1% |
| 3M | -24.4% | -16.3% | -8.0% | -21.4% |
| 6M | -45.8% | +42.2% | -88.0% | -51.6% |
| YTD | -28.9% | -5.0% | -23.9% | -30.5% |
| 1Y | -34.6% | +20.1% | -54.7% | -39.9% |
| 3Y | +118.7% | +358.4% | -239.8% | +26.8% |
| 5Y | -3.1% | -21.9% | +18.9% | -18.4% |
| All | +2.2% | -52.8% | +54.9% | -7.7% |
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