-10.9%
MP vs POET
-40.3%
+29.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.7% |
| 7D | +9.5% | +1.2% | +8.3% | +9.2% |
| 30D | -3.0% | -12.2% | +9.2% | -1.5% |
| 3M | -30.4% | -42.4% | +12.1% | -25.2% |
| 6M | -39.2% | -64.3% | +25.1% | -32.7% |
| YTD | -23.3% | -19.0% | -4.3% | -29.6% |
| 1Y | -32.6% | +9.1% | -41.8% | -41.1% |
| 3Y | +159.3% | +297.7% | -138.4% | +81.5% |
| All | -10.9% | -40.3% | +29.5% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 5y: compounded portfolio wealth divided by compounded POET 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…
5y analysis · Full analysis span regression · 6 months rolling