-7.8%
MP vs GEN
+32.4%
-40.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.7% |
| 7D | -19.0% | +8.5% | -27.5% | -21.4% |
| 30D | -30.5% | +34.2% | -64.7% | -37.7% |
| 3M | -29.6% | +10.0% | -39.5% | -32.8% |
| 6M | -50.4% | +56.8% | -107.2% | -59.8% |
| YTD | -33.2% | +14.2% | -47.5% | -38.2% |
| 1Y | -38.6% | +20.8% | -59.4% | -44.8% |
| 3Y | +105.5% | +84.1% | +21.4% | +44.7% |
| 5Y | -7.8% | +37.1% | -44.9% | -37.8% |
| All | -7.8% | +32.4% | -40.2% | -37.8% |
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