-7.8%
MP vs RF
+42.4%
-50.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -4.5% |
| 7D | -19.0% | -1.6% | -17.3% | -18.0% |
| 30D | -30.5% | +5.0% | -35.5% | -32.9% |
| 3M | -29.6% | -10.0% | -19.6% | -24.3% |
| 6M | -50.4% | +3.3% | -53.8% | -52.3% |
| YTD | -33.2% | +7.9% | -41.2% | -38.3% |
| 1Y | -38.6% | +21.2% | -59.8% | -48.1% |
| 3Y | +105.5% | +105.8% | -0.3% | +9.0% |
| 5Y | -7.8% | +43.7% | -51.6% | -34.8% |
| All | -7.8% | +42.4% | -50.3% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling