+445.3%
MP vs CP
+89.7%
+355.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | -2.9% | -2.7% | -0.2% | -1.2% |
| 30D | +13.8% | +0.2% | +13.7% | +13.7% |
| 3M | -16.7% | +2.6% | -19.3% | -18.9% |
| 6M | -11.5% | +6.0% | -17.5% | -16.1% |
| YTD | +7.9% | +24.9% | -17.0% | -9.3% |
| 1Y | -15.0% | +20.1% | -35.1% | -26.5% |
| 3Y | +153.5% | +16.4% | +137.1% | +122.7% |
| 5Y | +58.7% | +31.7% | +26.9% | +29.5% |
| All | +445.3% | +89.7% | +355.6% | +299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling