+62.7%
MP vs POET
-4.8%
+67.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.4% |
| 7D | -0.7% | +9.7% | -10.5% | -2.0% |
| 30D | -0.7% | -6.5% | +5.9% | +0.2% |
| 3M | 0.0% | -25.7% | +25.7% | +3.1% |
| 6M | -10.0% | +19.6% | -29.5% | -20.8% |
| YTD | +7.5% | +26.4% | -18.9% | -6.6% |
| 1Y | -14.0% | +50.1% | -64.1% | -28.1% |
| 3Y | +153.5% | +127.9% | +25.6% | +83.5% |
| 5Y | +62.7% | -5.9% | +68.6% | +20.4% |
| All | +62.7% | -4.8% | +67.5% | +20.4% |
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