+153.3%
MP vs NDAQ
+94.9%
+58.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.2% | +1.8% |
| 7D | -2.9% | -2.4% | -0.4% | -2.3% |
| 30D | +13.8% | +2.5% | +11.4% | +13.1% |
| 3M | -16.7% | +9.9% | -26.6% | -19.0% |
| 6M | -11.5% | +9.4% | -20.9% | -14.3% |
| YTD | +7.9% | +0.4% | +7.5% | +7.6% |
| 1Y | -15.0% | +4.0% | -19.1% | -17.2% |
| All | +153.3% | +94.9% | +58.4% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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