-31.8%
MP vs IRE
-98.3%
+66.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +39.6% | -34.6% | -1.3% |
| 7D | -10.5% | -27.2% | +16.7% | -8.5% |
| 30D | -23.5% | -75.1% | +51.6% | -9.3% |
| 3M | -25.4% | -77.9% | +52.4% | -12.4% |
| 6M | -51.3% | -94.6% | +43.3% | -34.5% |
| YTD | -29.9% | -91.5% | +61.6% | -17.9% |
| 1Y | -31.8% | -97.8% | +66.0% | -17.8% |
| All | -31.8% | -98.3% | +66.5% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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