-34.6%
MP vs EW
+19.7%
-54.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.4% | -9.5% | -6.5% |
| 7D | -12.5% | +8.3% | -20.8% | -15.0% |
| 30D | -23.3% | +13.9% | -37.3% | -26.9% |
| 3M | -24.4% | +10.9% | -35.3% | -27.1% |
| 6M | -45.8% | +19.2% | -65.0% | -49.6% |
| YTD | -28.9% | +16.6% | -45.5% | -32.0% |
| 1Y | -34.6% | +18.1% | -52.7% | -38.7% |
| All | -34.6% | +19.7% | -54.2% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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