+445.3%
MP vs NI
+122.4%
+322.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | -2.9% | +2.0% | -4.9% | -3.5% |
| 30D | +13.8% | -3.5% | +17.4% | +15.0% |
| 3M | -16.7% | -9.1% | -7.6% | -14.4% |
| 6M | -11.5% | -11.8% | +0.3% | -8.3% |
| YTD | +7.9% | +1.1% | +6.8% | +5.3% |
| 1Y | -15.0% | +6.7% | -21.7% | -19.3% |
| 3Y | +153.5% | +71.1% | +82.4% | +93.3% |
| 5Y | +58.7% | +94.3% | -35.7% | +18.8% |
| All | +445.3% | +122.4% | +322.9% | +297.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling