+237.4%
MP vs P
+444.5%
-207.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -16.4% | +10.4% | -0.1% |
| 7D | -19.0% | -31.9% | +12.9% | -7.4% |
| 30D | -30.5% | -36.5% | +6.0% | -19.0% |
| 3M | -29.6% | +11.6% | -41.2% | -34.2% |
| 6M | -50.4% | +25.2% | -75.6% | -56.3% |
| YTD | -33.2% | +39.4% | -72.7% | -44.1% |
| 1Y | -38.6% | -3.7% | -34.9% | -42.3% |
| 3Y | +105.5% | +167.3% | -61.8% | +7.4% |
| 5Y | -7.8% | +237.3% | -245.2% | -58.8% |
| All | +237.4% | +444.5% | -207.1% | +24.1% |
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