-24.4%
MP vs O
-4.7%
-19.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.0% | -8.1% | -4.0% |
| 7D | -12.5% | +5.8% | -18.4% | -11.3% |
| 30D | -23.3% | +10.7% | -34.0% | -22.7% |
| 3M | -24.4% | -4.5% | -19.8% | -31.7% |
| All | -24.4% | -4.7% | -19.7% | -31.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling