+445.3%
MP vs EQT
+358.2%
+87.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | -2.9% | +1.1% | -4.0% | -3.2% |
| 30D | +13.8% | +7.7% | +6.1% | +11.1% |
| 3M | -16.7% | +0.2% | -16.9% | -17.1% |
| 6M | -11.5% | -9.5% | -2.0% | -9.2% |
| YTD | +7.9% | +3.8% | +4.1% | +4.9% |
| 1Y | -15.0% | +7.8% | -22.8% | -19.0% |
| 3Y | +153.5% | +30.1% | +123.4% | +120.1% |
| 5Y | +58.7% | +188.6% | -129.9% | +5.9% |
| All | +445.3% | +358.2% | +87.1% | +245.9% |
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