+259.1%
MP vs PR
+2,145.3%
-1,886.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.5% | +1.5% | -3.2% |
| 7D | -12.5% | -12.1% | -0.4% | -9.2% |
| 30D | -23.3% | +0.9% | -24.2% | -23.8% |
| 3M | -24.4% | +10.1% | -34.5% | -27.1% |
| 6M | -45.8% | +1.1% | -46.9% | -46.8% |
| YTD | -28.9% | +63.7% | -92.6% | -40.3% |
| 1Y | -34.6% | +87.0% | -121.6% | -47.5% |
| 3Y | +118.7% | +70.7% | +47.9% | +76.7% |
| 5Y | -3.1% | +246.8% | -249.9% | -39.3% |
| All | +259.1% | +2,145.3% | -1,886.2% | +42.2% |
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