-44.8%
MP vs NI
+4.4%
-49.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +4.8% |
| 7D | -10.5% | -0.9% | -9.6% | -10.7% |
| 30D | -23.5% | +9.6% | -33.2% | -21.4% |
| 3M | -25.4% | +2.5% | -27.9% | -24.8% |
| 6M | -51.3% | -5.8% | -45.4% | -51.5% |
| YTD | -29.9% | +8.6% | -38.5% | -37.9% |
| All | -44.8% | +4.4% | -49.2% | -47.8% |
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