+445.3%
MP vs M
+306.7%
+138.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.7% |
| 7D | -2.9% | +4.7% | -7.6% | -4.1% |
| 30D | +13.8% | -9.6% | +23.5% | +17.0% |
| 3M | -16.7% | +0.9% | -17.5% | -17.3% |
| 6M | -11.5% | +22.3% | -33.8% | -16.9% |
| YTD | +7.9% | +6.5% | +1.4% | +4.3% |
| 1Y | -15.0% | +38.8% | -53.8% | -24.7% |
| 3Y | +153.5% | +115.9% | +37.6% | +82.9% |
| 5Y | +58.7% | +28.6% | +30.0% | +29.1% |
| All | +445.3% | +306.7% | +138.6% | +260.9% |
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