+116.3%
MP vs D
+82.3%
+34.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.9% | -6.0% |
| 7D | -19.0% | +6.9% | -25.9% | -19.8% |
| 30D | -30.5% | +12.3% | -42.8% | -31.7% |
| 3M | -29.6% | +3.0% | -32.6% | -29.9% |
| 6M | -50.4% | +12.8% | -63.2% | -51.8% |
| YTD | -33.2% | +22.6% | -55.8% | -37.1% |
| 1Y | -38.6% | +21.7% | -60.2% | -42.2% |
| All | +116.3% | +82.3% | +34.0% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling