+58.1%
MP vs CP
+32.0%
+26.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | -2.9% | -2.7% | -0.2% | -0.9% |
| 30D | +13.8% | +0.2% | +13.7% | +13.7% |
| 3M | -16.7% | +2.6% | -19.3% | -19.2% |
| 6M | -11.5% | +6.0% | -17.5% | -16.8% |
| YTD | +7.9% | +24.9% | -17.0% | -11.9% |
| 1Y | -15.0% | +20.1% | -35.1% | -28.2% |
| 3Y | +153.5% | +16.4% | +137.1% | +116.9% |
| All | +58.1% | +32.0% | +26.1% | +19.7% |
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