+445.3%
MP vs EWT
+323.6%
+121.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | -0.6% |
| 7D | -2.9% | +4.0% | -6.8% | -6.9% |
| 30D | +13.8% | +10.3% | +3.5% | +2.2% |
| 3M | -16.7% | +6.1% | -22.8% | -22.2% |
| 6M | -11.5% | +56.6% | -68.1% | -46.2% |
| YTD | +7.9% | +76.6% | -68.6% | -42.6% |
| 1Y | -15.0% | +97.9% | -112.9% | -60.3% |
| 3Y | +153.5% | +198.0% | -44.5% | -29.7% |
| 5Y | +58.7% | +151.8% | -93.1% | -46.1% |
| All | +445.3% | +323.6% | +121.7% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling