+237.4%
MP vs O
+38.0%
+199.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.5% | -6.2% |
| 7D | -19.0% | +4.5% | -23.5% | -20.5% |
| 30D | -30.5% | +10.2% | -40.7% | -33.4% |
| 3M | -29.6% | -3.8% | -25.8% | -28.6% |
| 6M | -50.4% | -3.8% | -46.6% | -50.2% |
| YTD | -33.2% | +10.3% | -43.5% | -37.7% |
| 1Y | -38.6% | +11.9% | -50.5% | -43.2% |
| 3Y | +105.5% | +38.1% | +67.4% | +63.8% |
| 5Y | -7.8% | +11.1% | -18.9% | -17.0% |
| All | +237.4% | +38.0% | +199.4% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling