+254.1%
MP vs RF
+205.7%
+48.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.2% |
| 7D | -10.5% | -0.9% | -9.6% | -10.0% |
| 30D | -23.5% | +6.0% | -29.6% | -26.4% |
| 3M | -25.4% | -8.9% | -16.5% | -21.1% |
| 6M | -51.3% | +2.3% | -53.6% | -52.6% |
| YTD | -29.9% | +7.6% | -37.5% | -34.4% |
| 1Y | -31.8% | +21.2% | -53.0% | -41.0% |
| 3Y | +127.0% | +108.5% | +18.5% | +33.9% |
| 5Y | -3.3% | +43.2% | -46.5% | -28.3% |
| All | +254.1% | +205.7% | +48.4% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling