+264.6%
MP vs IR
+201.9%
+62.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.5% | +0.8% |
| 7D | -3.6% | +1.5% | -5.2% | -4.4% |
| 30D | -21.0% | +9.0% | -30.0% | -25.4% |
| 3M | -33.3% | -0.9% | -32.4% | -33.2% |
| 6M | -45.9% | +13.4% | -59.3% | -51.2% |
| YTD | -27.8% | +8.5% | -36.3% | -33.9% |
| 1Y | -43.2% | +11.3% | -54.4% | -49.1% |
| 3Y | +144.0% | +26.0% | +118.0% | +86.9% |
| 5Y | -6.1% | +47.9% | -54.0% | -39.3% |
| All | +264.6% | +201.9% | +62.7% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling