+445.3%
MP vs GEN
+69.1%
+376.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.3% |
| 7D | -2.9% | -1.2% | -1.7% | -2.4% |
| 30D | +13.8% | +10.1% | +3.7% | +9.3% |
| 3M | -16.7% | +16.1% | -32.8% | -22.2% |
| 6M | -11.5% | +38.9% | -50.3% | -24.4% |
| YTD | +7.9% | +14.4% | -6.5% | +0.1% |
| 1Y | -15.0% | +5.9% | -20.9% | -18.6% |
| 3Y | +153.5% | +58.8% | +94.7% | +93.6% |
| 5Y | +58.7% | +24.7% | +34.0% | +29.0% |
| All | +445.3% | +69.1% | +376.2% | +245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling