-38.6%
MP vs COMP
+11.9%
-50.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.2% | +2.1% | -3.6% |
| 7D | -19.0% | -1.8% | -17.2% | -18.7% |
| 30D | -30.5% | -0.8% | -29.7% | -30.6% |
| 3M | -29.6% | -28.1% | -1.4% | -23.1% |
| 6M | -50.4% | +27.0% | -77.4% | -55.4% |
| YTD | -33.2% | -12.8% | -20.4% | -36.5% |
| 1Y | -38.6% | +4.9% | -43.5% | -42.9% |
| All | -38.6% | +11.9% | -50.5% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling