+287.6%
MP vs IT
+60.4%
+227.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | +9.5% | +1.1% | +8.4% | +9.2% |
| 30D | -3.0% | -1.8% | -1.1% | -3.3% |
| 3M | -30.4% | +4.8% | -35.2% | -32.2% |
| 6M | -39.2% | +33.0% | -72.2% | -45.6% |
| YTD | -23.3% | -23.8% | +0.6% | -19.0% |
| 1Y | -32.6% | -16.5% | -16.1% | -31.8% |
| 3Y | +159.3% | -53.6% | +212.9% | +227.4% |
| 5Y | -16.4% | -42.1% | +25.7% | -12.2% |
| All | +287.6% | +60.4% | +227.2% | +144.6% |
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