+254.1%
MP vs ROL
+47.2%
+206.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.4% |
| 7D | -10.5% | +9.5% | -20.0% | -12.6% |
| 30D | -23.5% | +22.9% | -46.5% | -27.6% |
| 3M | -25.4% | +3.5% | -29.0% | -26.3% |
| 6M | -51.3% | -29.4% | -21.9% | -46.9% |
| YTD | -29.9% | -36.1% | +6.1% | -21.6% |
| 1Y | -31.8% | -34.4% | +2.5% | -24.4% |
| 3Y | +127.0% | +4.0% | +123.0% | +104.3% |
| 5Y | -3.3% | +13.2% | -16.5% | -18.4% |
| All | +254.1% | +47.2% | +206.9% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling