+127.0%
MP vs ROP
-3.5%
+130.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.9% | +4.8% |
| 7D | -10.5% | +2.1% | -12.7% | -10.5% |
| 30D | -23.5% | +32.9% | -56.5% | -23.7% |
| 3M | -25.4% | +20.3% | -45.8% | -25.4% |
| 6M | -51.3% | +36.8% | -88.0% | -52.0% |
| YTD | -29.9% | +8.1% | -38.0% | -25.6% |
| 1Y | -31.8% | +8.3% | -40.1% | -27.7% |
| 3Y | +127.0% | -3.2% | +130.2% | +149.9% |
| All | +127.0% | -3.5% | +130.5% | +149.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling