+237.4%
MP vs NDAQ
+193.1%
+44.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -4.7% |
| 7D | -19.0% | +1.2% | -20.1% | -19.5% |
| 30D | -30.5% | +15.8% | -46.3% | -35.8% |
| 3M | -29.6% | +13.4% | -42.9% | -34.4% |
| 6M | -50.4% | +20.9% | -71.3% | -56.3% |
| YTD | -33.2% | +11.1% | -44.3% | -38.9% |
| 1Y | -38.6% | +26.5% | -65.1% | -48.6% |
| 3Y | +105.5% | +121.5% | -16.0% | +7.0% |
| 5Y | -7.8% | +61.3% | -69.2% | -39.2% |
| All | +237.4% | +193.1% | +44.3% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling