-50.4%
MP vs O
-3.6%
-46.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.5% | -5.5% |
| 7D | -19.0% | +4.5% | -23.5% | -14.8% |
| 30D | -30.5% | +10.2% | -40.7% | -22.5% |
| 3M | -29.6% | -3.8% | -25.8% | -36.0% |
| 6M | -50.4% | -3.8% | -46.6% | -52.5% |
| All | -50.4% | -3.6% | -46.9% | -52.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling