-34.6%
MP vs RVTY
+74.0%
-108.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.5% | -2.6% | -4.6% |
| 7D | -12.5% | -3.6% | -9.0% | -12.0% |
| 30D | -23.3% | +1.4% | -24.7% | -23.4% |
| 3M | -24.4% | +43.2% | -67.5% | -28.2% |
| 6M | -45.8% | +84.5% | -130.2% | -52.8% |
| YTD | -28.9% | +65.2% | -94.1% | -38.7% |
| 1Y | -34.6% | +74.3% | -108.9% | -44.3% |
| All | -34.6% | +74.0% | -108.6% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling