+159.3%
MP vs EQX
+129.0%
+30.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +9.5% | -10.5% | +20.0% | +13.4% |
| 30D | -3.0% | +0.2% | -3.2% | -3.6% |
| 3M | -30.4% | -7.9% | -22.4% | -29.1% |
| 6M | -39.2% | -28.6% | -10.6% | -33.9% |
| YTD | -23.3% | -26.3% | +3.0% | -17.8% |
| 1Y | -32.6% | -20.2% | -12.4% | -29.3% |
| 3Y | +159.3% | +131.1% | +28.2% | +89.0% |
| All | +159.3% | +129.0% | +30.2% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling