+287.6%
MP vs CP
+95.4%
+192.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.8% |
| 7D | +9.5% | +2.1% | +7.3% | +8.1% |
| 30D | -3.0% | +9.3% | -12.3% | -8.7% |
| 3M | -30.4% | +0.5% | -30.8% | -30.8% |
| 6M | -39.2% | +10.4% | -49.6% | -44.0% |
| YTD | -23.3% | +28.7% | -52.0% | -37.0% |
| 1Y | -32.6% | +33.2% | -65.8% | -46.2% |
| 3Y | +159.3% | +38.4% | +120.8% | +103.0% |
| 5Y | -16.4% | +26.2% | -42.6% | -31.7% |
| All | +287.6% | +95.4% | +192.2% | +177.6% |
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