-45.8%
MP vs RF
+5.8%
-51.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.5% | -6.6% | -5.1% |
| 7D | -12.5% | +2.3% | -14.8% | -12.5% |
| 30D | -23.3% | +7.2% | -30.6% | -23.5% |
| 3M | -24.4% | -8.2% | -16.1% | -26.0% |
| 6M | -45.8% | +7.0% | -52.8% | -47.2% |
| All | -45.8% | +5.8% | -51.6% | -47.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling