-19.3%
MP vs EQT
+167.7%
-187.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +11.0% | +3.4% | +7.6% | +9.5% |
| 30D | -11.7% | -3.5% | -8.2% | -10.7% |
| 3M | -30.8% | -2.8% | -27.9% | -30.3% |
| 6M | -42.9% | -5.5% | -37.4% | -42.3% |
| YTD | -25.9% | -1.1% | -24.7% | -27.1% |
| 1Y | -37.3% | -12.9% | -24.4% | -35.2% |
| 3Y | +150.7% | +39.5% | +111.2% | +105.0% |
| 5Y | -19.3% | +164.1% | -183.4% | -50.2% |
| All | -19.3% | +167.7% | -187.0% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling