-43.2%
MP vs ITW
+20.5%
-63.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.4% | +3.0% |
| 7D | -3.6% | +0.5% | -4.1% | -3.5% |
| 30D | -21.0% | +9.1% | -30.0% | -20.6% |
| 3M | -33.3% | -1.6% | -31.7% | -33.1% |
| 6M | -45.9% | +14.5% | -60.4% | -46.8% |
| YTD | -27.8% | +19.2% | -47.0% | -25.8% |
| 1Y | -43.2% | +20.9% | -64.1% | -40.0% |
| All | -43.2% | +20.5% | -63.7% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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