-40.7%
MP vs DD
+30.9%
-71.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.3% |
| 7D | +2.3% | +3.2% | -1.0% | 0.0% |
| 30D | -15.3% | +20.3% | -35.6% | -26.3% |
| 3M | -33.5% | +8.2% | -41.7% | -37.3% |
| 6M | -45.5% | +3.4% | -48.9% | -47.2% |
| YTD | -27.3% | +30.6% | -57.9% | -38.2% |
| 1Y | -40.7% | +30.6% | -71.4% | -49.1% |
| All | -40.7% | +30.9% | -71.6% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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