-15.0%
MP vs IR
-1.2%
-13.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.0% |
| 7D | -2.9% | -2.8% | 0.0% | -2.1% |
| 30D | +13.8% | -15.1% | +29.0% | +19.0% |
| 3M | -16.7% | +6.1% | -22.8% | -19.1% |
| 6M | -11.5% | -16.8% | +5.3% | -10.1% |
| YTD | +7.9% | -3.5% | +11.5% | +11.4% |
| 1Y | -15.0% | -3.5% | -11.5% | -10.7% |
| All | -15.0% | -1.2% | -13.8% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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