-45.8%
MP vs IR
+8.6%
-54.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.6% | -5.0% |
| 7D | -12.5% | +11.6% | -24.1% | -15.0% |
| 30D | -23.3% | +7.2% | -30.5% | -24.7% |
| 3M | -24.4% | -5.9% | -18.5% | -24.0% |
| 6M | -45.8% | +11.5% | -57.2% | -47.0% |
| All | -45.8% | +8.6% | -54.4% | -47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling