-34.6%
MP vs IT
-17.9%
-16.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.5% | -6.5% | -4.9% |
| 7D | -12.5% | -5.5% | -7.1% | -13.0% |
| 30D | -23.3% | +10.3% | -33.7% | -22.3% |
| 3M | -24.4% | +11.5% | -35.9% | -23.0% |
| 6M | -45.8% | +40.3% | -86.0% | -41.6% |
| YTD | -28.9% | -17.9% | -11.0% | -33.1% |
| 1Y | -34.6% | -8.8% | -25.8% | -37.8% |
| All | -34.6% | -17.9% | -16.7% | -37.8% |
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