-31.8%
MP vs IR
+5.9%
-37.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.6% | +4.5% |
| 7D | -10.5% | +3.7% | -14.2% | -11.6% |
| 30D | -23.5% | +7.4% | -31.0% | -25.4% |
| 3M | -25.4% | -5.9% | -19.5% | -24.1% |
| 6M | -51.3% | +5.6% | -56.8% | -52.5% |
| YTD | -29.9% | +4.8% | -34.7% | -29.6% |
| 1Y | -31.8% | +6.9% | -38.8% | -29.5% |
| All | -31.8% | +5.9% | -37.7% | -29.5% |
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