-50.4%
MP vs ROP
+38.7%
-89.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.8% | -6.2% |
| 7D | -19.0% | +9.2% | -28.2% | -15.1% |
| 30D | -30.5% | +35.5% | -66.0% | -18.8% |
| 3M | -29.6% | +24.4% | -54.0% | -21.4% |
| 6M | -50.4% | +38.0% | -88.5% | -39.5% |
| All | -50.4% | +38.7% | -89.1% | -39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling