-31.8%
MP vs EW
+23.2%
-55.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.5% |
| 7D | -10.5% | +11.0% | -21.5% | -13.7% |
| 30D | -23.5% | +19.1% | -42.6% | -28.1% |
| 3M | -25.4% | +14.4% | -39.8% | -28.9% |
| 6M | -51.3% | +22.8% | -74.0% | -55.1% |
| YTD | -29.9% | +19.8% | -49.7% | -33.5% |
| 1Y | -31.8% | +23.9% | -55.7% | -39.2% |
| All | -31.8% | +23.2% | -55.1% | -39.2% |
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