+116.3%
MP vs CP
+28.7%
+87.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.4% | -5.6% |
| 7D | -19.0% | +6.1% | -25.1% | -22.2% |
| 30D | -30.5% | +9.8% | -40.2% | -34.7% |
| 3M | -29.6% | +2.7% | -32.3% | -30.9% |
| 6M | -50.4% | +12.8% | -63.2% | -55.2% |
| YTD | -33.2% | +28.2% | -61.4% | -45.8% |
| 1Y | -38.6% | +34.1% | -72.7% | -52.1% |
| All | +116.3% | +28.7% | +87.6% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling