-44.8%
MP vs D
+16.8%
-61.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +4.2% |
| 7D | -10.5% | +3.0% | -13.5% | -9.0% |
| 30D | -23.5% | +11.5% | -35.0% | -19.1% |
| 3M | -25.4% | +3.7% | -29.2% | -24.1% |
| 6M | -51.3% | +13.5% | -64.8% | -47.8% |
| YTD | -29.9% | +20.7% | -50.6% | -23.4% |
| All | -44.8% | +16.8% | -61.7% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling