+153.3%
MP vs DE
+71.7%
+81.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -2.9% | +10.0% | -12.9% | -7.4% |
| 30D | +13.8% | +13.3% | +0.5% | +6.5% |
| 3M | -16.7% | +17.5% | -34.2% | -23.8% |
| 6M | -11.5% | +13.6% | -25.1% | -17.8% |
| YTD | +7.9% | +49.8% | -41.8% | -15.7% |
| 1Y | -15.0% | +47.9% | -62.9% | -34.0% |
| All | +153.3% | +71.7% | +81.6% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling