+116.3%
MP vs IR
+25.6%
+90.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.8% | -3.3% | -4.8% |
| 7D | -19.0% | +2.3% | -21.3% | -19.8% |
| 30D | -30.5% | +3.3% | -33.8% | -31.6% |
| 3M | -29.6% | -9.0% | -20.5% | -26.7% |
| 6M | -50.4% | +8.0% | -58.4% | -52.7% |
| YTD | -33.2% | +3.4% | -36.6% | -35.6% |
| 1Y | -38.6% | +4.5% | -43.1% | -41.1% |
| All | +116.3% | +25.6% | +90.7% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling