-41.2%
MP vs ROP
+7.0%
-48.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +6.2% |
| 7D | -1.6% | -1.6% | +0.1% | -2.1% |
| 30D | -18.2% | +29.5% | -47.7% | -9.1% |
| 3M | -26.1% | +17.5% | -43.7% | -21.0% |
| 6M | -44.0% | +38.1% | -82.1% | -36.2% |
| YTD | -25.3% | +7.0% | -32.3% | -22.2% |
| All | -41.2% | +7.0% | -48.2% | -38.6% |
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