+254.1%
MP vs P
+463.8%
-209.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.4% | +3.7% |
| 7D | -10.5% | -23.8% | +13.3% | -1.8% |
| 30D | -23.5% | -36.6% | +13.1% | -10.7% |
| 3M | -25.4% | +10.9% | -36.3% | -30.1% |
| 6M | -51.3% | +30.0% | -81.2% | -57.6% |
| YTD | -29.9% | +44.4% | -74.3% | -42.1% |
| 1Y | -31.8% | +3.9% | -35.8% | -37.7% |
| 3Y | +127.0% | +176.6% | -49.6% | +17.2% |
| 5Y | -3.3% | +249.3% | -252.6% | -57.3% |
| All | +254.1% | +463.8% | -209.7% | +28.7% |
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