+130.2%
MP vs IP
+17.6%
+112.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.5% | -6.6% | -5.5% |
| 7D | -12.5% | +3.4% | -15.9% | -13.4% |
| 30D | -23.3% | +11.2% | -34.6% | -25.6% |
| 3M | -24.4% | -14.8% | -9.6% | -21.3% |
| 6M | -45.8% | +17.3% | -63.0% | -48.5% |
| YTD | -28.9% | -6.2% | -22.7% | -29.3% |
| 1Y | -34.6% | +2.3% | -36.9% | -36.8% |
| All | +130.2% | +17.6% | +112.6% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling