+58.1%
MP vs ROP
-13.6%
+71.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +2.5% |
| 7D | -2.9% | -4.4% | +1.6% | -1.5% |
| 30D | +13.8% | +3.2% | +10.6% | +12.5% |
| 3M | -16.7% | +23.1% | -39.8% | -24.3% |
| 6M | -11.5% | +13.3% | -24.8% | -16.9% |
| YTD | +7.9% | -7.9% | +15.8% | +12.3% |
| 1Y | -15.0% | -22.1% | +7.0% | -2.2% |
| 3Y | +153.5% | -16.8% | +170.3% | +172.7% |
| All | +58.1% | -13.6% | +71.7% | +56.4% |
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