+130.2%
MP vs COMP
+346.2%
-216.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +7.7% | -12.8% | -6.9% |
| 7D | -12.5% | +9.5% | -22.0% | -14.6% |
| 30D | -23.3% | +8.1% | -31.4% | -25.0% |
| 3M | -24.4% | -16.3% | -8.0% | -21.6% |
| 6M | -45.8% | +42.2% | -88.0% | -51.1% |
| YTD | -28.9% | -5.0% | -23.9% | -30.7% |
| 1Y | -34.6% | +20.1% | -54.7% | -39.4% |
| All | +130.2% | +346.2% | -216.0% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling