+237.4%
MP vs ROL
+50.3%
+187.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.0% | -6.3% |
| 7D | -19.0% | +11.7% | -30.7% | -21.2% |
| 30D | -30.5% | +27.7% | -58.2% | -34.7% |
| 3M | -29.6% | +3.7% | -33.2% | -30.4% |
| 6M | -50.4% | -27.8% | -22.7% | -46.2% |
| YTD | -33.2% | -34.7% | +1.5% | -25.6% |
| 1Y | -38.6% | -34.1% | -4.5% | -31.8% |
| 3Y | +105.5% | +5.9% | +99.6% | +84.4% |
| 5Y | -7.8% | +15.6% | -23.5% | -22.6% |
| All | +237.4% | +50.3% | +187.1% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling