-51.5%
MP vs IRE
-97.0%
+45.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -23.2% | +18.2% | -1.6% |
| 7D | -12.5% | -46.8% | +34.3% | -5.3% |
| 30D | -23.3% | -75.5% | +52.2% | -8.4% |
| 3M | -24.4% | -79.4% | +55.1% | -9.6% |
| 6M | -45.8% | -91.3% | +45.5% | -32.7% |
| YTD | -28.9% | -90.8% | +61.9% | -16.1% |
| 1Y | -34.6% | -97.7% | +63.1% | -24.5% |
| All | -51.5% | -97.0% | +45.5% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling