+145.7%
MP vs PSX
+151.6%
-5.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | -0.1% |
| 7D | +2.3% | -0.4% | +2.6% | +2.4% |
| 30D | -15.3% | -8.1% | -7.2% | -14.0% |
| 3M | -33.5% | +15.9% | -49.4% | -37.2% |
| 6M | -45.5% | +49.4% | -94.9% | -52.7% |
| YTD | -27.3% | +104.7% | -132.0% | -44.9% |
| 1Y | -40.7% | +89.1% | -129.8% | -53.8% |
| All | +145.7% | +151.6% | -5.9% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling