+264.6%
MP vs O
+38.1%
+226.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.1% | +2.6% |
| 7D | -3.6% | +3.5% | -7.2% | -5.1% |
| 30D | -21.0% | +10.4% | -31.4% | -24.4% |
| 3M | -33.3% | -2.4% | -30.9% | -32.8% |
| 6M | -45.9% | -1.2% | -44.7% | -46.5% |
| YTD | -27.8% | +10.4% | -38.2% | -32.8% |
| 1Y | -43.2% | +11.4% | -54.6% | -47.4% |
| 3Y | +144.0% | +40.4% | +103.6% | +92.6% |
| 5Y | -6.1% | +12.1% | -18.2% | -15.6% |
| All | +264.6% | +38.1% | +226.5% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling