+287.6%
MP vs EQT
+340.0%
-52.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | +9.5% | +6.9% | +2.6% | +7.0% |
| 30D | -3.0% | +0.4% | -3.4% | -3.2% |
| 3M | -30.4% | -2.0% | -28.3% | -30.1% |
| 6M | -39.2% | -5.0% | -34.2% | -38.7% |
| YTD | -23.3% | -0.3% | -23.0% | -24.6% |
| 1Y | -32.6% | -11.3% | -21.3% | -31.1% |
| 3Y | +159.3% | +38.3% | +120.9% | +120.8% |
| 5Y | -16.4% | +166.4% | -182.8% | -42.8% |
| All | +287.6% | +340.0% | -52.4% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling