-15.1%
MP vs GEN
+32.5%
-47.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.6% | +5.8% |
| 7D | -10.5% | +2.3% | -12.8% | -11.3% |
| 30D | -23.5% | +33.1% | -56.6% | -31.2% |
| 3M | -25.4% | +6.5% | -31.9% | -28.1% |
| 6M | -51.3% | +53.8% | -105.1% | -60.0% |
| YTD | -29.9% | +11.2% | -41.1% | -34.4% |
| 1Y | -31.8% | +19.4% | -51.2% | -38.5% |
| 3Y | +127.0% | +81.0% | +45.9% | +62.6% |
| All | -15.1% | +32.5% | -47.5% | -36.2% |
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