+274.5%
MP vs P
+541.6%
-267.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +0.7% |
| 7D | +11.0% | +17.8% | -6.8% | +4.6% |
| 30D | -11.7% | -29.9% | +18.1% | -0.6% |
| 3M | -30.8% | -1.2% | -29.6% | -32.1% |
| 6M | -42.9% | +32.1% | -75.0% | -50.4% |
| YTD | -25.9% | +64.3% | -90.2% | -41.6% |
| 1Y | -37.3% | +24.3% | -61.6% | -46.3% |
| 3Y | +150.7% | +203.2% | -52.6% | +26.1% |
| 5Y | -19.3% | +290.4% | -309.7% | -65.8% |
| All | +274.5% | +541.6% | -267.1% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling