+254.1%
MP vs O
+36.9%
+217.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.3% |
| 7D | -10.5% | +3.7% | -14.2% | -12.0% |
| 30D | -23.5% | +11.2% | -34.7% | -27.1% |
| 3M | -25.4% | -4.0% | -21.5% | -24.4% |
| 6M | -51.3% | -5.2% | -46.0% | -50.8% |
| YTD | -29.9% | +9.5% | -39.4% | -34.5% |
| 1Y | -31.8% | +10.6% | -42.4% | -36.7% |
| 3Y | +127.0% | +38.1% | +88.9% | +80.6% |
| 5Y | -3.3% | +10.2% | -13.5% | -12.6% |
| All | +254.1% | +36.9% | +217.2% | +195.6% |
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