+153.3%
MP vs P
+158.6%
-5.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | -2.9% | +6.5% | -9.4% | -4.6% |
| 30D | +13.8% | +18.8% | -5.0% | +8.2% |
| 3M | -16.7% | +26.7% | -43.4% | -22.3% |
| 6M | -11.5% | +62.2% | -73.7% | -22.5% |
| YTD | +7.9% | +48.5% | -40.6% | -4.5% |
| 1Y | -15.0% | +26.4% | -41.4% | -22.8% |
| All | +153.3% | +158.6% | -5.3% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling