-43.2%
MP vs O
+10.5%
-53.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.1% | +3.4% |
| 7D | -3.6% | +3.5% | -7.2% | -1.8% |
| 30D | -21.0% | +10.4% | -31.4% | -16.9% |
| 3M | -33.3% | -2.4% | -30.9% | -34.8% |
| 6M | -45.9% | -1.2% | -44.7% | -47.1% |
| YTD | -27.8% | +10.4% | -38.2% | -32.7% |
| 1Y | -43.2% | +11.4% | -54.6% | -47.8% |
| All | -43.2% | +10.5% | -53.6% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling