-15.0%
MP vs IT
-24.5%
+9.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +1.0% |
| 7D | -2.9% | -6.0% | +3.2% | -3.3% |
| 30D | +13.8% | 0.0% | +13.8% | +13.8% |
| 3M | -16.7% | +13.1% | -29.8% | -13.6% |
| 6M | -11.5% | +11.7% | -23.2% | -8.3% |
| YTD | +7.9% | -26.1% | +34.0% | +7.0% |
| 1Y | -15.0% | -21.3% | +6.2% | -13.8% |
| All | -15.0% | -24.5% | +9.4% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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