+259.1%
MP vs D
+11.3%
+247.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.4% | -9.5% | -5.7% |
| 7D | -12.5% | +8.5% | -21.1% | -13.6% |
| 30D | -23.3% | +14.3% | -37.6% | -24.9% |
| 3M | -24.4% | +1.8% | -26.1% | -24.6% |
| 6M | -45.8% | +13.0% | -58.8% | -47.1% |
| YTD | -28.9% | +22.7% | -51.7% | -32.0% |
| 1Y | -34.6% | +22.6% | -57.2% | -37.6% |
| 3Y | +118.7% | +84.2% | +34.5% | +90.6% |
| 5Y | -3.1% | +15.8% | -18.8% | -12.4% |
| All | +259.1% | +11.3% | +247.8% | +229.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling