-34.6%
MP vs ECL
+23.8%
-58.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.4% | -8.5% | -5.7% |
| 7D | -12.5% | +7.7% | -20.3% | -14.1% |
| 30D | -23.3% | +13.7% | -37.0% | -25.6% |
| 3M | -24.4% | +11.6% | -35.9% | -26.3% |
| 6M | -45.8% | +23.9% | -69.7% | -50.0% |
| YTD | -28.9% | +21.0% | -49.9% | -37.3% |
| 1Y | -34.6% | +23.1% | -57.7% | -43.7% |
| All | -34.6% | +23.8% | -58.3% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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