+274.5%
MP vs ROP
+26.7%
+247.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | +11.0% | -2.7% | +13.7% | +11.6% |
| 30D | -11.7% | +29.7% | -41.4% | -18.0% |
| 3M | -30.8% | +21.2% | -52.0% | -34.7% |
| 6M | -42.9% | +48.3% | -91.2% | -50.6% |
| YTD | -25.9% | +8.4% | -34.3% | -27.2% |
| 1Y | -37.3% | +6.0% | -43.3% | -37.7% |
| 3Y | +150.7% | -5.6% | +156.3% | +160.9% |
| 5Y | -19.3% | +1.3% | -20.5% | -22.4% |
| All | +274.5% | +26.7% | +247.8% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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