+153.3%
MP vs PL
+454.1%
-300.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +1.7% |
| 7D | -2.9% | -9.3% | +6.5% | -0.5% |
| 30D | +13.8% | -18.9% | +32.7% | +20.0% |
| 3M | -16.7% | -58.4% | +41.7% | +2.4% |
| 6M | -11.5% | -30.3% | +18.8% | -6.9% |
| YTD | +7.9% | -8.1% | +16.1% | +6.6% |
| 1Y | -15.0% | +180.5% | -195.5% | -36.8% |
| All | +153.3% | +454.1% | -300.9% | +24.7% |
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