+158.5%
MP vs MKTX
-24.9%
+183.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +3.0% | +0.4% | +2.6% | +3.0% |
| 30D | +8.3% | +1.0% | +7.4% | +8.2% |
| 3M | -3.8% | +41.3% | -45.1% | -7.5% |
| 6M | -4.9% | -11.3% | +6.4% | -4.1% |
| YTD | +9.6% | -8.6% | +18.2% | +10.1% |
| 1Y | -11.7% | -11.1% | -0.7% | -11.1% |
| 3Y | +158.5% | -24.5% | +183.0% | +171.5% |
| All | +158.5% | -24.9% | +183.3% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling