-15.0%
MP vs RF
+16.9%
-32.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -2.9% | +1.3% | -4.2% | -3.4% |
| 30D | +13.8% | -3.6% | +17.4% | +15.5% |
| 3M | -16.7% | +8.1% | -24.8% | -20.6% |
| 6M | -11.5% | +11.5% | -23.0% | -17.8% |
| YTD | +7.9% | +15.6% | -7.6% | -3.1% |
| 1Y | -15.0% | +15.7% | -30.7% | -26.5% |
| All | -15.0% | +16.9% | -32.0% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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