-46.0%
MP vs Q
+66.4%
-112.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.7% |
| 3M | -25.4% | -12.2% | -13.2% | -21.3% |
| 6M | -51.3% | -21.6% | -29.6% | -46.4% |
| YTD | -29.9% | +43.6% | -73.5% | -44.2% |
| 1Y | -31.8% | +25.7% | -57.5% | -41.7% |
| All | -46.0% | +66.4% | -112.4% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling