+259.1%
MP vs P
+551.3%
-292.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.0% | -0.1% | -3.3% |
| 7D | -12.5% | -19.4% | +6.8% | -5.6% |
| 30D | -23.3% | -22.3% | -1.0% | -16.6% |
| 3M | -24.4% | +33.2% | -57.5% | -33.5% |
| 6M | -45.8% | +53.6% | -99.4% | -55.4% |
| YTD | -28.9% | +66.8% | -95.7% | -44.1% |
| 1Y | -34.6% | +17.5% | -52.1% | -42.6% |
| 3Y | +118.7% | +219.7% | -101.0% | +7.5% |
| 5Y | -3.1% | +307.8% | -310.8% | -59.5% |
| All | +259.1% | +551.3% | -292.2% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling