-32.6%
MP vs CP
+31.6%
-64.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.5% |
| 7D | +9.5% | +2.1% | +7.3% | +9.3% |
| 30D | -3.0% | +9.3% | -12.3% | -3.7% |
| 3M | -30.4% | +0.5% | -30.8% | -30.3% |
| 6M | -39.2% | +10.4% | -49.6% | -40.0% |
| YTD | -23.3% | +28.7% | -52.0% | -21.5% |
| 1Y | -32.6% | +33.2% | -65.8% | -29.1% |
| All | -32.6% | +31.6% | -64.2% | -29.1% |
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