-6.1%
MP vs CP
+25.5%
-31.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.2% | -3.2% |
| 7D | -3.6% | +2.8% | -6.4% | -5.7% |
| 30D | -21.0% | +11.0% | -32.0% | -27.2% |
| 3M | -33.3% | +3.8% | -37.1% | -35.4% |
| 6M | -45.9% | +9.5% | -55.4% | -50.6% |
| YTD | -27.8% | +28.2% | -56.0% | -42.6% |
| 1Y | -43.2% | +33.0% | -76.1% | -56.4% |
| 3Y | +144.0% | +35.5% | +108.5% | +82.8% |
| 5Y | -6.1% | +25.8% | -31.9% | -27.0% |
| All | -6.1% | +25.5% | -31.6% | -27.0% |
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