+274.5%
MP vs INFY
+56.8%
+217.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | +11.0% | -4.0% | +15.0% | +12.5% |
| 30D | -11.7% | +7.8% | -19.5% | -14.9% |
| 3M | -30.8% | +0.1% | -30.9% | -31.7% |
| 6M | -42.9% | +4.2% | -47.1% | -45.8% |
| YTD | -25.9% | -29.5% | +3.7% | -15.9% |
| 1Y | -37.3% | -26.5% | -10.8% | -30.8% |
| 3Y | +150.7% | -19.8% | +170.5% | +146.3% |
| 5Y | -19.3% | -40.9% | +21.7% | -3.0% |
| All | +274.5% | +56.8% | +217.7% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 10y: compounded portfolio wealth divided by compounded INFY 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…
10y analysis · Full analysis span regression · 6 months rolling