+445.3%
MP vs RF
+228.5%
+216.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -2.9% | +1.3% | -4.2% | -3.7% |
| 30D | +13.8% | -3.6% | +17.4% | +16.4% |
| 3M | -16.7% | +8.1% | -24.8% | -21.4% |
| 6M | -11.5% | +11.5% | -23.0% | -18.1% |
| YTD | +7.9% | +15.6% | -7.6% | -3.2% |
| 1Y | -15.0% | +15.7% | -30.7% | -24.0% |
| 3Y | +153.5% | +86.9% | +66.6% | +60.1% |
| 5Y | +58.7% | +89.8% | -31.2% | +2.8% |
| All | +445.3% | +228.5% | +216.8% | +216.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling