+153.3%
MP vs O
+28.8%
+124.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -2.9% | -0.7% | -2.1% | -2.7% |
| 30D | +13.8% | -1.9% | +15.7% | +14.1% |
| 3M | -16.7% | +3.8% | -20.5% | -18.6% |
| 6M | -11.5% | -4.7% | -6.7% | -10.5% |
| YTD | +7.9% | +12.5% | -4.5% | +1.7% |
| 1Y | -15.0% | +10.8% | -25.9% | -19.7% |
| All | +153.3% | +28.8% | +124.4% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling