+254.1%
MP vs CP
+91.3%
+162.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +6.0% |
| 7D | -10.5% | +2.8% | -13.3% | -12.3% |
| 30D | -23.5% | +10.2% | -33.7% | -28.6% |
| 3M | -25.4% | +2.4% | -27.8% | -26.8% |
| 6M | -51.3% | +7.7% | -58.9% | -54.4% |
| YTD | -29.9% | +26.0% | -55.9% | -41.7% |
| 1Y | -31.8% | +34.6% | -66.5% | -46.0% |
| 3Y | +127.0% | +26.7% | +100.3% | +88.0% |
| 5Y | -3.3% | +24.9% | -28.2% | -20.2% |
| All | +254.1% | +91.3% | +162.8% | +156.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling