-40.7%
MP vs O
+10.9%
-51.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.8% |
| 7D | +2.3% | +0.6% | +1.7% | +2.6% |
| 30D | -15.3% | +9.4% | -24.7% | -11.4% |
| 3M | -33.5% | -2.4% | -31.1% | -35.0% |
| 6M | -45.5% | -1.9% | -43.7% | -46.5% |
| YTD | -27.3% | +10.5% | -37.8% | -33.4% |
| 1Y | -40.7% | +10.0% | -50.7% | -46.3% |
| All | -40.7% | +10.9% | -51.6% | -46.3% |
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 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