+159.3%
MP vs O
+39.0%
+120.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +9.5% | -0.4% | +9.8% | +9.5% |
| 30D | -3.0% | +7.1% | -10.1% | -4.0% |
| 3M | -30.4% | -5.2% | -25.1% | -29.9% |
| 6M | -39.2% | -1.8% | -37.4% | -39.8% |
| YTD | -23.3% | +9.1% | -32.3% | -27.1% |
| 1Y | -32.6% | +9.7% | -42.3% | -36.2% |
| 3Y | +159.3% | +39.1% | +120.1% | +88.4% |
| All | +159.3% | +39.0% | +120.3% | +88.4% |
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