+127.0%
MP vs ROL
+3.8%
+123.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +4.8% |
| 7D | -10.5% | +9.5% | -20.0% | -10.1% |
| 30D | -23.5% | +22.9% | -46.5% | -22.9% |
| 3M | -25.4% | +3.5% | -29.0% | -25.2% |
| 6M | -51.3% | -29.4% | -21.9% | -51.3% |
| YTD | -29.9% | -36.1% | +6.1% | -29.6% |
| 1Y | -31.8% | -34.4% | +2.5% | -31.5% |
| 3Y | +127.0% | +4.0% | +123.0% | +101.5% |
| All | +127.0% | +3.8% | +123.1% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling