-31.8%
MP vs ROP
+8.2%
-40.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.9% | +3.8% |
| 7D | -10.5% | +2.1% | -12.7% | -9.6% |
| 30D | -23.5% | +32.9% | -56.5% | -14.6% |
| 3M | -25.4% | +20.0% | -45.5% | -19.8% |
| 6M | -51.3% | +36.4% | -87.7% | -44.8% |
| YTD | -29.9% | +7.8% | -37.7% | -23.2% |
| 1Y | -31.8% | +8.0% | -39.8% | -25.5% |
| All | -31.8% | +8.2% | -40.1% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling