+153.3%
MP vs PR
+73.2%
+80.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.9% |
| 7D | -2.9% | +2.9% | -5.8% | -3.7% |
| 30D | +13.8% | +18.0% | -4.2% | +8.0% |
| 3M | -16.7% | +16.9% | -33.6% | -21.3% |
| 6M | -11.5% | +28.2% | -39.7% | -20.4% |
| YTD | +7.9% | +69.3% | -61.4% | -13.1% |
| 1Y | -15.0% | +69.5% | -84.5% | -32.1% |
| All | +153.3% | +73.2% | +80.1% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling