+254.1%
MP vs EW
+46.0%
+208.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.5% |
| 7D | -10.5% | +11.0% | -21.5% | -14.1% |
| 30D | -23.5% | +19.1% | -42.6% | -28.5% |
| 3M | -25.4% | +14.4% | -39.8% | -29.4% |
| 6M | -51.3% | +22.8% | -74.0% | -55.2% |
| YTD | -29.9% | +19.8% | -49.7% | -35.2% |
| 1Y | -31.8% | +23.9% | -55.7% | -37.6% |
| 3Y | +127.0% | +52.2% | +74.8% | +74.8% |
| 5Y | -3.3% | -13.9% | +10.6% | -4.2% |
| All | +254.1% | +46.0% | +208.1% | +168.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling