+153.3%
MP vs RVTY
+12.6%
+140.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -2.9% | +1.1% | -4.0% | -3.3% |
| 30D | +13.8% | +13.2% | +0.6% | +8.4% |
| 3M | -16.7% | +27.2% | -43.9% | -25.1% |
| 6M | -11.5% | +32.4% | -43.9% | -22.6% |
| YTD | +7.9% | +34.9% | -26.9% | -7.5% |
| 1Y | -15.0% | +52.4% | -67.4% | -32.2% |
| All | +153.3% | +12.6% | +140.6% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling