+58.1%
MP vs DD
+61.3%
-3.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | -2.9% | -3.5% | +0.7% | -0.3% |
| 30D | +13.8% | -10.3% | +24.1% | +23.1% |
| 3M | -16.7% | -7.5% | -9.2% | -11.7% |
| 6M | -11.5% | -8.0% | -3.5% | -5.8% |
| YTD | +7.9% | +10.5% | -2.5% | +0.2% |
| 1Y | -15.0% | +38.3% | -53.3% | -34.1% |
| 3Y | +153.5% | +42.5% | +111.0% | +85.2% |
| All | +58.1% | +61.3% | -3.1% | +4.8% |
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