+153.3%
MP vs GEN
+58.9%
+94.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.0% |
| 7D | -2.9% | -1.2% | -1.7% | -2.6% |
| 30D | +13.8% | +10.1% | +3.7% | +10.7% |
| 3M | -16.7% | +16.1% | -32.8% | -20.4% |
| 6M | -11.5% | +38.9% | -50.3% | -20.8% |
| YTD | +7.9% | +14.4% | -6.5% | +3.5% |
| 1Y | -15.0% | +5.9% | -20.9% | -16.1% |
| All | +153.3% | +58.9% | +94.3% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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