+277.5%
MP vs ROL
+50.2%
+227.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.1% | +4.5% | +6.1% |
| 7D | -1.6% | +7.5% | -9.1% | -3.3% |
| 30D | -18.2% | +21.1% | -39.3% | -22.1% |
| 3M | -26.1% | +3.1% | -29.3% | -26.9% |
| 6M | -44.0% | -27.4% | -16.6% | -39.4% |
| YTD | -25.3% | -34.7% | +9.4% | -16.8% |
| 1Y | -35.6% | -32.9% | -2.6% | -28.9% |
| 3Y | +147.1% | +6.1% | +140.9% | +121.4% |
| 5Y | -11.3% | +16.3% | -27.6% | -25.7% |
| All | +277.5% | +50.2% | +227.3% | +167.7% |
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