+259.1%
MP vs M
+357.3%
-98.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +7.6% | -12.7% | -7.2% |
| 7D | -12.5% | +8.3% | -20.8% | -14.6% |
| 30D | -23.3% | +14.2% | -37.5% | -26.3% |
| 3M | -24.4% | -1.1% | -23.2% | -24.5% |
| 6M | -45.8% | +36.6% | -82.4% | -50.8% |
| YTD | -28.9% | +19.8% | -48.7% | -33.8% |
| 1Y | -34.6% | +37.2% | -71.8% | -41.7% |
| 3Y | +118.7% | +124.5% | -5.8% | +56.0% |
| 5Y | -3.1% | +1.5% | -4.5% | -17.7% |
| All | +259.1% | +357.3% | -98.2% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 all: compounded portfolio wealth divided by compounded M 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…
all analysis · Full analysis span regression · 6 months rolling