-15.1%
MP vs RVTY
-7.4%
-7.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +3.7% |
| 7D | -10.5% | -1.2% | -9.3% | -10.1% |
| 30D | -23.5% | +1.0% | -24.6% | -23.9% |
| 3M | -25.4% | +35.8% | -61.3% | -35.4% |
| 6M | -51.3% | +56.7% | -108.0% | -61.3% |
| YTD | -29.9% | +60.7% | -90.6% | -45.8% |
| 1Y | -31.8% | +73.7% | -105.5% | -49.6% |
| 3Y | +127.0% | +82.8% | +44.2% | +57.2% |
| All | -15.1% | -7.4% | -7.6% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling