-34.6%
MP vs NI
+9.5%
-44.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.5% | -6.6% | -4.8% |
| 7D | -12.5% | +3.9% | -16.5% | -11.9% |
| 30D | -23.3% | +15.3% | -38.6% | -21.2% |
| 3M | -24.4% | +2.4% | -26.7% | -23.7% |
| 6M | -45.8% | -4.5% | -41.2% | -45.2% |
| YTD | -28.9% | +11.4% | -40.3% | -40.1% |
| 1Y | -34.6% | +8.5% | -43.1% | -41.0% |
| All | -34.6% | +9.5% | -44.1% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling