-15.1%
MP vs PSX
+274.8%
-289.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.5% | +5.2% |
| 7D | -10.5% | -13.1% | +2.6% | -5.0% |
| 30D | -23.5% | -9.5% | -14.0% | -21.0% |
| 3M | -25.4% | +20.2% | -45.6% | -32.7% |
| 6M | -51.3% | +44.9% | -96.2% | -60.2% |
| YTD | -29.9% | +94.4% | -124.3% | -51.6% |
| 1Y | -31.8% | +83.1% | -114.9% | -51.7% |
| 3Y | +127.0% | +132.2% | -5.2% | +32.7% |
| All | -15.1% | +274.8% | -289.9% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling