-6.1%
MP vs ROP
+0.5%
-6.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | -3.6% | +0.2% | -3.8% | -3.8% |
| 30D | -21.0% | +30.3% | -51.3% | -26.8% |
| 3M | -33.3% | +17.8% | -51.1% | -36.5% |
| 6M | -45.9% | +38.9% | -84.8% | -52.2% |
| YTD | -27.8% | +7.6% | -35.5% | -28.2% |
| 1Y | -43.2% | +6.5% | -49.7% | -43.1% |
| 3Y | +144.0% | -6.3% | +150.3% | +157.8% |
| 5Y | -6.1% | +0.9% | -7.0% | -11.3% |
| All | -6.1% | +0.5% | -6.6% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling