-15.1%
MP vs ROP
+1.1%
-16.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.9% | +5.6% |
| 7D | -10.5% | +2.1% | -12.7% | -11.1% |
| 30D | -23.5% | +32.9% | -56.5% | -29.6% |
| 3M | -25.4% | +20.0% | -45.5% | -29.4% |
| 6M | -51.3% | +36.4% | -87.7% | -56.5% |
| YTD | -29.9% | +7.8% | -37.7% | -30.3% |
| 1Y | -31.8% | +8.0% | -39.8% | -32.3% |
| 3Y | +127.0% | -3.5% | +130.5% | +134.9% |
| All | -15.1% | +1.1% | -16.2% | -18.9% |
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 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