-34.6%
MP vs PSX
+97.5%
-132.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.5% | -0.5% | -5.5% |
| 7D | -12.5% | -5.2% | -7.4% | -13.0% |
| 30D | -23.3% | -3.7% | -19.6% | -24.0% |
| 3M | -24.4% | +26.8% | -51.1% | -25.1% |
| 6M | -45.8% | +47.3% | -93.1% | -46.0% |
| YTD | -28.9% | +105.4% | -134.3% | -32.3% |
| 1Y | -34.6% | +96.9% | -131.5% | -37.3% |
| All | -34.6% | +97.5% | -132.1% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling