-44.8%
MP vs CP
+30.5%
-75.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.0% |
| 7D | -10.5% | +2.8% | -13.3% | -10.7% |
| 30D | -23.5% | +10.2% | -33.7% | -24.2% |
| 3M | -25.4% | +2.4% | -27.8% | -25.3% |
| 6M | -51.3% | +7.7% | -58.9% | -51.8% |
| YTD | -29.9% | +26.0% | -55.9% | -28.5% |
| All | -44.8% | +30.5% | -75.3% | -42.5% |
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