+153.3%
MP vs D
+56.9%
+96.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.6% |
| 7D | -2.9% | +0.4% | -3.3% | -2.9% |
| 30D | +13.8% | -3.6% | +17.4% | +14.6% |
| 3M | -16.7% | -1.0% | -15.7% | -16.8% |
| 6M | -11.5% | +6.3% | -17.8% | -13.5% |
| YTD | +7.9% | +14.7% | -6.8% | +2.5% |
| 1Y | -15.0% | +16.9% | -32.0% | -20.0% |
| All | +153.3% | +56.9% | +96.3% | +93.5% |
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