-15.1%
MP vs IT
-43.2%
+28.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.0% | +9.0% | +5.7% |
| 7D | -10.5% | -16.9% | +6.4% | -7.5% |
| 30D | -23.5% | +2.3% | -25.9% | -24.5% |
| 3M | -25.4% | +2.9% | -28.3% | -27.0% |
| 6M | -51.3% | +25.9% | -77.1% | -55.3% |
| YTD | -29.9% | -24.6% | -5.3% | -25.0% |
| 1Y | -31.8% | -16.0% | -15.8% | -30.7% |
| 3Y | +127.0% | -51.6% | +178.6% | +181.8% |
| All | -15.1% | -43.2% | +28.1% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling