+153.3%
MP vs EWT
+196.6%
-43.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | -0.4% |
| 7D | -2.9% | +4.0% | -6.8% | -6.5% |
| 30D | +13.8% | +10.3% | +3.5% | +3.5% |
| 3M | -16.7% | +6.1% | -22.8% | -21.5% |
| 6M | -11.5% | +56.6% | -68.1% | -42.2% |
| YTD | +7.9% | +76.6% | -68.6% | -36.9% |
| 1Y | -15.0% | +97.9% | -112.9% | -55.3% |
| All | +153.3% | +196.6% | -43.3% | -17.6% |
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