+153.3%
MP vs RF
+86.8%
+66.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -2.9% | +1.3% | -4.2% | -3.6% |
| 30D | +13.8% | -3.6% | +17.4% | +16.2% |
| 3M | -16.7% | +8.1% | -24.8% | -21.2% |
| 6M | -11.5% | +11.5% | -23.0% | -17.9% |
| YTD | +7.9% | +15.6% | -7.6% | -2.9% |
| 1Y | -15.0% | +15.7% | -30.7% | -23.8% |
| All | +153.3% | +86.8% | +66.5% | +44.7% |
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