-34.6%
MP vs ES
-1.6%
-33.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.1% | -7.1% | -4.6% |
| 7D | -12.5% | +5.3% | -17.9% | -11.4% |
| 30D | -23.3% | +8.9% | -32.3% | -21.7% |
| 3M | -24.4% | -1.9% | -22.4% | -24.7% |
| 6M | -45.8% | +3.9% | -49.6% | -45.4% |
| YTD | -28.9% | +8.3% | -37.2% | -27.7% |
| 1Y | -34.6% | -0.1% | -34.4% | -34.3% |
| All | -34.6% | -1.6% | -33.0% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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