-38.6%
MP vs ROIV
+84.7%
-123.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.2% | -1.8% | -4.7% |
| 7D | -19.0% | -2.4% | -16.6% | -18.3% |
| 30D | -30.5% | +3.1% | -33.5% | -31.2% |
| 3M | -29.6% | +5.8% | -35.4% | -31.5% |
| 6M | -50.4% | +29.3% | -79.7% | -55.6% |
| YTD | -33.2% | +68.8% | -102.0% | -46.6% |
| 1Y | -38.6% | +81.0% | -119.6% | -52.6% |
| All | -38.6% | +84.7% | -123.2% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling