-20.8%
MP vs EWT
+126.4%
-147.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | -5.5% |
| 7D | +2.3% | +3.2% | -0.9% | -2.2% |
| 30D | -15.3% | -12.3% | -3.0% | -3.1% |
| 3M | -33.5% | -3.6% | -29.9% | -32.0% |
| 6M | -45.5% | +3.1% | -48.6% | -48.7% |
| YTD | -27.3% | +57.7% | -85.0% | -58.4% |
| 1Y | -40.7% | +60.3% | -101.0% | -66.7% |
| 3Y | +145.9% | +163.4% | -17.5% | -31.9% |
| All | -20.8% | +126.4% | -147.2% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling