-7.8%
MP vs EW
-13.6%
+5.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.5% | -7.5% | -6.6% |
| 7D | -19.0% | +6.8% | -25.7% | -21.1% |
| 30D | -30.5% | +16.6% | -47.1% | -34.5% |
| 3M | -29.6% | +13.3% | -42.9% | -33.1% |
| 6M | -50.4% | +21.6% | -72.0% | -54.3% |
| YTD | -33.2% | +18.3% | -51.5% | -38.0% |
| 1Y | -38.6% | +21.7% | -60.3% | -43.5% |
| 3Y | +105.5% | +50.3% | +55.2% | +56.0% |
| 5Y | -7.8% | -15.0% | +7.2% | -1.9% |
| All | -7.8% | -13.6% | +5.7% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling