-34.6%
MP vs ED
+27.1%
-61.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.0% | -8.1% | -1.8% |
| 7D | -12.5% | +5.4% | -17.9% | -7.1% |
| 30D | -23.3% | +16.4% | -39.7% | -8.6% |
| 3M | -24.4% | +11.9% | -36.2% | -13.6% |
| 6M | -45.8% | +11.6% | -57.3% | -36.9% |
| YTD | -28.9% | +24.1% | -53.0% | -8.2% |
| 1Y | -34.6% | +26.9% | -61.5% | -13.4% |
| All | -34.6% | +27.1% | -61.7% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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