+267.3%
MP vs IT
+61.1%
+206.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.3% |
| 7D | +2.3% | -6.8% | +9.1% | +3.9% |
| 30D | -15.3% | -0.6% | -14.7% | -15.8% |
| 3M | -33.5% | +3.1% | -36.6% | -35.0% |
| 6M | -45.5% | +25.5% | -71.0% | -50.3% |
| YTD | -27.3% | -23.5% | -3.8% | -23.3% |
| 1Y | -40.7% | -16.6% | -24.1% | -39.9% |
| 3Y | +145.9% | -53.1% | +199.0% | +208.8% |
| 5Y | -13.9% | -41.4% | +27.5% | -9.9% |
| All | +267.3% | +61.1% | +206.2% | +131.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling