+116.3%
MP vs RF
+105.6%
+10.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -4.8% |
| 7D | -19.0% | -1.6% | -17.3% | -18.2% |
| 30D | -30.5% | +5.0% | -35.5% | -32.5% |
| 3M | -29.6% | -10.0% | -19.6% | -25.2% |
| 6M | -50.4% | +3.3% | -53.8% | -52.1% |
| YTD | -33.2% | +7.9% | -41.2% | -37.7% |
| 1Y | -38.6% | +21.2% | -59.8% | -47.0% |
| All | +116.3% | +105.6% | +10.7% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling