+274.5%
MP vs ROL
+47.8%
+226.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.4% | +2.3% |
| 7D | +11.0% | -1.7% | +12.7% | +11.4% |
| 30D | -11.7% | +18.5% | -30.3% | -15.6% |
| 3M | -30.8% | +4.3% | -35.1% | -31.7% |
| 6M | -42.9% | -27.7% | -15.2% | -38.2% |
| YTD | -25.9% | -35.8% | +9.9% | -17.1% |
| 1Y | -37.3% | -34.1% | -3.2% | -30.5% |
| 3Y | +150.7% | +2.9% | +147.7% | +126.9% |
| 5Y | -19.3% | +12.7% | -32.0% | -31.7% |
| All | +274.5% | +47.8% | +226.7% | +166.6% |
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