+267.3%
MP vs EW
+51.2%
+216.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.1% |
| 7D | +2.3% | +6.5% | -4.2% | 0.0% |
| 30D | -15.3% | +22.5% | -37.8% | -21.6% |
| 3M | -33.5% | +13.0% | -46.5% | -36.7% |
| 6M | -45.5% | +37.1% | -82.6% | -52.0% |
| YTD | -27.3% | +24.1% | -51.4% | -33.6% |
| 1Y | -40.7% | +24.2% | -65.0% | -45.8% |
| 3Y | +145.9% | +64.8% | +81.1% | +82.7% |
| 5Y | -13.9% | -7.4% | -6.5% | -16.7% |
| All | +267.3% | +51.2% | +216.1% | +175.4% |
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