+58.1%
MP vs NI
+95.1%
-36.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | -2.9% | +2.0% | -4.9% | -3.6% |
| 30D | +13.8% | -3.5% | +17.4% | +15.2% |
| 3M | -16.7% | -9.1% | -7.6% | -14.1% |
| 6M | -11.5% | -11.8% | +0.3% | -7.9% |
| YTD | +7.9% | +1.1% | +6.8% | +4.7% |
| 1Y | -15.0% | +6.7% | -21.7% | -20.3% |
| 3Y | +153.5% | +71.1% | +82.4% | +79.9% |
| All | +58.1% | +95.1% | -36.9% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling