-34.6%
MP vs EWT
+54.0%
-88.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -3.9% | -3.8% |
| 7D | -12.5% | -10.9% | -1.7% | -1.8% |
| 30D | -23.3% | -17.7% | -5.6% | -6.5% |
| 3M | -24.4% | -5.0% | -19.3% | -21.1% |
| 6M | -45.8% | +7.4% | -53.1% | -51.3% |
| YTD | -28.9% | +52.8% | -81.7% | -61.3% |
| 1Y | -34.6% | +55.2% | -89.8% | -65.2% |
| All | -34.6% | +54.0% | -88.6% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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