-6.1%
MP vs IT
-43.9%
+37.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.2% |
| 7D | -3.6% | -7.5% | +3.9% | -2.2% |
| 30D | -21.0% | -1.2% | -19.8% | -21.4% |
| 3M | -33.3% | -2.2% | -31.1% | -33.9% |
| 6M | -45.9% | +19.1% | -65.0% | -49.5% |
| YTD | -27.8% | -25.1% | -2.7% | -22.8% |
| 1Y | -43.2% | -17.4% | -25.8% | -41.9% |
| 3Y | +144.0% | -54.1% | +198.1% | +214.2% |
| 5Y | -6.1% | -42.7% | +36.6% | -0.5% |
| All | -6.1% | -43.9% | +37.8% | -0.5% |
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