-34.6%
MP vs CP
+35.2%
-69.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.5% | -8.6% | -5.5% |
| 7D | -12.5% | +5.6% | -18.1% | -13.3% |
| 30D | -23.3% | +10.0% | -33.4% | -24.6% |
| 3M | -24.4% | +4.4% | -28.8% | -24.6% |
| 6M | -45.8% | +14.1% | -59.8% | -47.9% |
| YTD | -28.9% | +29.1% | -58.0% | -31.1% |
| 1Y | -34.6% | +34.6% | -69.1% | -38.7% |
| All | -34.6% | +35.2% | -69.8% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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