-10.9%
MP vs NDAQ
+66.7%
-77.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +9.5% | +1.3% | +8.2% | +8.8% |
| 30D | -3.0% | +18.0% | -20.9% | -10.6% |
| 3M | -30.4% | +11.5% | -41.9% | -34.2% |
| 6M | -39.2% | +21.1% | -60.3% | -45.7% |
| YTD | -23.3% | +12.8% | -36.1% | -29.5% |
| 1Y | -32.6% | +25.7% | -58.3% | -42.5% |
| 3Y | +159.3% | +116.8% | +42.5% | +39.5% |
| All | -10.9% | +66.7% | -77.6% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling