-13.9%
MP vs DD
+70.3%
-84.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -37.4% |
| 6M | -45.5% | +3.4% | -48.9% | -47.0% |
| YTD | -27.3% | +30.6% | -57.9% | -40.7% |
| 1Y | -40.7% | +30.6% | -71.4% | -51.7% |
| 3Y | +145.9% | +91.1% | +54.7% | +39.3% |
| 5Y | -13.9% | +68.6% | -82.5% | -44.9% |
| All | -13.9% | +70.3% | -84.2% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling