-13.9%
MP vs D
+13.0%
-26.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +2.3% | -2.4% | +4.7% | +2.8% |
| 30D | -15.3% | +9.0% | -24.3% | -17.3% |
| 3M | -33.5% | +1.0% | -34.5% | -33.8% |
| 6M | -45.5% | +11.0% | -56.5% | -47.5% |
| YTD | -27.3% | +19.8% | -47.1% | -32.2% |
| 1Y | -40.7% | +16.0% | -56.7% | -44.2% |
| 3Y | +145.9% | +74.4% | +71.5% | +93.3% |
| 5Y | -13.9% | +13.5% | -27.4% | -21.5% |
| All | -13.9% | +13.0% | -26.9% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling