+254.1%
MP vs DE
+377.7%
-123.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.7% | +4.2% |
| 7D | -10.5% | -0.6% | -9.9% | -10.2% |
| 30D | -23.5% | +2.3% | -25.8% | -24.7% |
| 3M | -25.4% | +9.5% | -34.9% | -30.1% |
| 6M | -51.3% | +14.1% | -65.3% | -55.9% |
| YTD | -29.9% | +45.4% | -75.3% | -46.4% |
| 1Y | -31.8% | +42.9% | -74.7% | -47.7% |
| 3Y | +127.0% | +84.8% | +42.2% | +42.6% |
| 5Y | -3.3% | +101.8% | -105.1% | -44.3% |
| All | +254.1% | +377.7% | -123.6% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling