+254.1%
MP vs IR
+191.8%
+62.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.6% | +4.1% |
| 7D | -10.5% | +3.7% | -14.2% | -12.6% |
| 30D | -23.5% | +7.4% | -31.0% | -27.2% |
| 3M | -25.4% | -5.9% | -19.5% | -22.9% |
| 6M | -51.3% | +5.6% | -56.8% | -53.9% |
| YTD | -29.9% | +4.8% | -34.7% | -34.4% |
| 1Y | -31.8% | +6.9% | -38.8% | -37.3% |
| 3Y | +127.0% | +27.6% | +99.4% | +71.0% |
| 5Y | -3.3% | +45.8% | -49.1% | -36.6% |
| All | +254.1% | +191.8% | +62.3% | +72.9% |
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