-7.8%
MP vs CP
+27.2%
-35.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.4% | -5.5% |
| 7D | -19.0% | +6.1% | -25.1% | -22.7% |
| 30D | -30.5% | +9.8% | -40.2% | -35.4% |
| 3M | -29.6% | +2.7% | -32.3% | -31.2% |
| 6M | -50.4% | +12.8% | -63.2% | -55.7% |
| YTD | -33.2% | +28.2% | -61.4% | -46.9% |
| 1Y | -38.6% | +34.1% | -72.7% | -53.1% |
| 3Y | +105.5% | +28.9% | +76.6% | +60.3% |
| 5Y | -7.8% | +27.1% | -34.9% | -28.4% |
| All | -7.8% | +27.2% | -35.0% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling