+153.3%
MP vs GD
+68.4%
+84.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.4% |
| 7D | -2.9% | -5.3% | +2.4% | 0.0% |
| 30D | +13.8% | -6.4% | +20.2% | +18.0% |
| 3M | -16.7% | +5.7% | -22.4% | -19.6% |
| 6M | -11.5% | -0.9% | -10.5% | -11.0% |
| YTD | +7.9% | +8.2% | -0.2% | +2.9% |
| 1Y | -15.0% | +13.4% | -28.5% | -20.9% |
| All | +153.3% | +68.4% | +84.9% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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