-15.0%
MP vs IP
-18.9%
+3.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.1% |
| 7D | -2.9% | -5.3% | +2.4% | -2.1% |
| 30D | +13.8% | -10.9% | +24.7% | +15.7% |
| 3M | -16.7% | +11.2% | -27.9% | -18.2% |
| 6M | -11.5% | -10.2% | -1.3% | -12.3% |
| YTD | +7.9% | -2.0% | +9.9% | +6.2% |
| 1Y | -15.0% | -19.1% | +4.1% | -19.4% |
| All | -15.0% | -18.9% | +3.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling