+237.4%
MP vs ROP
+29.8%
+207.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.8% | -6.0% |
| 7D | -19.0% | +9.2% | -28.2% | -20.8% |
| 30D | -30.5% | +35.5% | -66.0% | -36.1% |
| 3M | -29.6% | +24.4% | -54.0% | -33.9% |
| 6M | -50.4% | +38.0% | -88.5% | -55.6% |
| YTD | -33.2% | +11.1% | -44.3% | -34.7% |
| 1Y | -38.6% | +10.9% | -49.5% | -39.9% |
| 3Y | +105.5% | -0.5% | +105.9% | +109.6% |
| 5Y | -7.8% | +4.5% | -12.4% | -11.9% |
| All | +237.4% | +29.8% | +207.6% | +203.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling