-15.1%
MP vs DD
+58.5%
-73.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.9% | +4.1% |
| 7D | -10.5% | +4.6% | -15.1% | -13.8% |
| 30D | -23.5% | +11.8% | -35.3% | -29.8% |
| 3M | -25.4% | +2.2% | -27.6% | -26.9% |
| 6M | -51.3% | -1.6% | -49.6% | -50.8% |
| YTD | -29.9% | +23.0% | -52.9% | -40.3% |
| 1Y | -31.8% | +26.9% | -58.8% | -43.3% |
| 3Y | +127.0% | +77.9% | +49.1% | +35.0% |
| All | -15.1% | +58.5% | -73.5% | -44.2% |
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