+108.1%
MP vs ROIV
+232.7%
-124.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | +13.8% | +1.0% | +12.9% | +13.5% |
| 3M | -16.7% | +18.3% | -35.0% | -19.4% |
| 6M | -11.5% | +18.3% | -29.8% | -14.7% |
| YTD | +7.9% | +61.0% | -53.0% | -2.2% |
| 1Y | -15.0% | +177.9% | -192.9% | -30.7% |
| 3Y | +153.5% | +199.1% | -45.5% | +100.3% |
| 5Y | +58.7% | +250.7% | -192.0% | +19.2% |
| All | +108.1% | +232.7% | -124.6% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling