-15.1%
MP vs NDAQ
+60.8%
-75.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.7% | +4.8% |
| 7D | -10.5% | +0.8% | -11.4% | -10.9% |
| 30D | -23.5% | +16.5% | -40.1% | -29.1% |
| 3M | -25.4% | +13.5% | -38.9% | -30.1% |
| 6M | -51.3% | +20.9% | -72.2% | -56.5% |
| YTD | -29.9% | +11.4% | -41.3% | -35.2% |
| 1Y | -31.8% | +25.9% | -57.8% | -42.0% |
| 3Y | +127.0% | +119.9% | +7.1% | +19.7% |
| All | -15.1% | +60.8% | -75.9% | -40.4% |
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