-41.2%
MP vs O
+10.4%
-51.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.8% | +7.0% |
| 7D | -1.6% | +3.3% | -4.9% | +0.2% |
| 30D | -18.2% | +10.3% | -28.5% | -14.0% |
| 3M | -26.1% | -3.5% | -22.7% | -28.3% |
| 6M | -44.0% | -1.3% | -42.7% | -45.3% |
| YTD | -25.3% | +10.3% | -35.6% | -30.3% |
| All | -41.2% | +10.4% | -51.6% | -46.0% |
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