+259.1%
MP vs IP
+43.6%
+215.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.5% | -6.6% | -5.7% |
| 7D | -12.5% | +3.4% | -15.9% | -13.9% |
| 30D | -23.3% | +11.2% | -34.6% | -26.9% |
| 3M | -24.4% | -14.8% | -9.6% | -19.1% |
| 6M | -45.8% | +17.3% | -63.0% | -50.4% |
| YTD | -28.9% | -6.2% | -22.7% | -29.7% |
| 1Y | -34.6% | +2.3% | -36.9% | -38.4% |
| 3Y | +118.7% | +17.7% | +101.0% | +68.7% |
| 5Y | -3.1% | -8.4% | +5.4% | -13.6% |
| All | +259.1% | +43.6% | +215.5% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling