+445.3%
MP vs P
+479.9%
-34.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.9% |
| 7D | -2.9% | +6.5% | -9.4% | -5.2% |
| 30D | +13.8% | +18.8% | -5.0% | +5.9% |
| 3M | -16.7% | +26.7% | -43.4% | -24.5% |
| 6M | -11.5% | +62.2% | -73.7% | -27.5% |
| YTD | +7.9% | +48.5% | -40.6% | -10.1% |
| 1Y | -15.0% | +26.4% | -41.4% | -26.6% |
| 3Y | +153.5% | +159.4% | -5.9% | +38.4% |
| 5Y | +58.7% | +275.8% | -217.1% | -31.1% |
| All | +445.3% | +479.9% | -34.6% | +99.9% |
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 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