-10.9%
MP vs GEN
+33.3%
-44.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.7% |
| 7D | +9.5% | +2.0% | +7.4% | +8.7% |
| 30D | -3.0% | +27.7% | -30.7% | -11.2% |
| 3M | -30.4% | +3.3% | -33.6% | -32.1% |
| 6M | -39.2% | +31.8% | -71.0% | -46.3% |
| YTD | -23.3% | +13.5% | -36.8% | -28.7% |
| 1Y | -32.6% | +16.0% | -48.7% | -38.2% |
| 3Y | +159.3% | +70.6% | +88.7% | +93.4% |
| All | -10.9% | +33.3% | -44.2% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling