-40.7%
MP vs NI
+7.1%
-47.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.9% |
| 7D | +2.3% | +0.6% | +1.7% | +2.3% |
| 30D | -15.3% | +11.2% | -26.5% | -12.8% |
| 3M | -33.5% | +9.2% | -42.7% | -32.0% |
| 6M | -45.5% | -1.8% | -43.7% | -45.5% |
| YTD | -27.3% | +12.0% | -39.3% | -35.5% |
| 1Y | -40.7% | +6.4% | -47.2% | -43.0% |
| All | -40.7% | +7.1% | -47.8% | -43.0% |
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