-31.8%
MP vs Q
+17.3%
-49.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.3% | -1.4% | +1.7% |
| 7D | -10.5% | +0.3% | -10.8% | -10.7% |
| 30D | -23.5% | -9.8% | -13.7% | -19.6% |
| 3M | -25.4% | -12.2% | -13.2% | -21.2% |
| 6M | -51.3% | -21.6% | -29.6% | -46.3% |
| YTD | -29.9% | +43.6% | -73.5% | -45.9% |
| 1Y | -31.8% | +25.7% | -57.5% | -42.1% |
| All | -31.8% | +17.3% | -49.1% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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