+254.1%
MP vs PR
+2,077.2%
-1,823.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.4% |
| 7D | -10.5% | -16.4% | +5.9% | -5.7% |
| 30D | -23.5% | -1.9% | -21.6% | -23.3% |
| 3M | -25.4% | +8.0% | -33.4% | -27.6% |
| 6M | -51.3% | +4.1% | -55.4% | -52.6% |
| YTD | -29.9% | +58.7% | -88.6% | -40.6% |
| 1Y | -31.8% | +75.8% | -107.7% | -44.1% |
| 3Y | +127.0% | +73.2% | +53.8% | +82.7% |
| 5Y | -3.3% | +230.1% | -233.4% | -38.6% |
| All | +254.1% | +2,077.2% | -1,823.1% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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