+445.3%
MP vs EW
+28.5%
+416.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -2.9% | -0.3% | -2.5% | -2.7% |
| 30D | +13.8% | +1.0% | +12.8% | +13.4% |
| 3M | -16.7% | +2.8% | -19.5% | -17.8% |
| 6M | -11.5% | +5.5% | -17.0% | -13.6% |
| YTD | +7.9% | +5.5% | +2.5% | +5.1% |
| 1Y | -15.0% | +11.0% | -26.1% | -19.2% |
| 3Y | +153.5% | +17.7% | +135.8% | +119.2% |
| 5Y | +58.7% | -25.7% | +84.4% | +66.2% |
| All | +445.3% | +28.5% | +416.8% | +336.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling