+5.4%
MP vs PL
+16.0%
-10.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -10.1% | +4.1% | -3.3% |
| 7D | -19.0% | -20.5% | +1.6% | -13.7% |
| 30D | -30.5% | -38.8% | +8.3% | -20.5% |
| 3M | -29.6% | -49.1% | +19.6% | -15.6% |
| 6M | -50.4% | -69.4% | +19.0% | -33.6% |
| YTD | -33.2% | -42.3% | +9.1% | -25.7% |
| 1Y | -38.6% | -14.2% | -24.4% | -39.0% |
| 3Y | +105.5% | +398.7% | -293.2% | +7.7% |
| 5Y | -7.8% | +11.1% | -19.0% | -46.1% |
| All | +5.4% | +16.0% | -10.6% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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