+130.2%
MP vs PL
+459.7%
-329.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.4% | +1.3% | -3.4% |
| 7D | -12.5% | -11.7% | -0.8% | -9.6% |
| 30D | -23.3% | -27.1% | +3.8% | -16.7% |
| 3M | -24.4% | -44.6% | +20.2% | -12.1% |
| 6M | -45.8% | -67.2% | +21.4% | -29.8% |
| YTD | -28.9% | -35.9% | +6.9% | -22.8% |
| 1Y | -34.6% | -0.4% | -34.2% | -36.2% |
| All | +130.2% | +459.7% | -329.5% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling