+159.3%
MP vs PSX
+157.7%
+1.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +9.5% | +7.8% | +1.7% | +7.5% |
| 30D | -3.0% | -10.9% | +7.9% | -0.5% |
| 3M | -30.4% | +14.5% | -44.8% | -33.8% |
| 6M | -39.2% | +56.1% | -95.3% | -47.9% |
| YTD | -23.3% | +109.6% | -132.9% | -42.2% |
| 1Y | -32.6% | +95.5% | -128.2% | -48.0% |
| 3Y | +159.3% | +156.2% | +3.1% | +59.0% |
| All | +159.3% | +157.7% | +1.6% | +59.0% |
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