+153.3%
MP vs ROL
-4.8%
+158.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | -2.9% | -1.4% | -1.4% | -2.8% |
| 30D | +13.8% | -4.1% | +17.9% | +13.8% |
| 3M | -16.7% | -22.5% | +5.8% | -16.7% |
| 6M | -11.5% | -37.7% | +26.2% | -10.1% |
| YTD | +7.9% | -39.6% | +47.5% | +10.1% |
| 1Y | -15.0% | -36.0% | +21.0% | -13.8% |
| All | +153.3% | -4.8% | +158.1% | +120.8% |
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