-34.6%
MP vs DE
+49.6%
-84.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.6% | -6.7% | -5.3% |
| 7D | -12.5% | +5.6% | -18.1% | -13.3% |
| 30D | -23.3% | -0.8% | -22.5% | -23.2% |
| 3M | -24.4% | +9.8% | -34.2% | -25.5% |
| 6M | -45.8% | +17.5% | -63.3% | -47.1% |
| YTD | -28.9% | +46.5% | -75.4% | -21.2% |
| 1Y | -34.6% | +46.1% | -80.7% | -27.0% |
| All | -34.6% | +49.6% | -84.2% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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