+127.0%
MP vs EWT
+136.7%
-9.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.9% | +1.0% | +1.4% |
| 7D | -10.5% | -11.7% | +1.2% | -0.1% |
| 30D | -23.5% | -23.2% | -0.3% | -2.9% |
| 3M | -25.4% | -12.5% | -12.9% | -16.6% |
| 6M | -51.3% | -5.9% | -45.3% | -49.2% |
| YTD | -29.9% | +40.5% | -70.4% | -49.6% |
| 1Y | -31.8% | +43.7% | -75.6% | -51.9% |
| 3Y | +127.0% | +136.6% | -9.6% | -14.9% |
| All | +127.0% | +136.7% | -9.7% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling