+237.4%
MP vs RVTY
+56.1%
+181.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.4% | -0.6% | -4.0% |
| 7D | -19.0% | -9.0% | -10.0% | -16.1% |
| 30D | -30.5% | -1.6% | -28.9% | -30.1% |
| 3M | -29.6% | +31.2% | -60.8% | -36.9% |
| 6M | -50.4% | +63.6% | -114.0% | -60.0% |
| YTD | -33.2% | +56.3% | -89.5% | -45.7% |
| 1Y | -38.6% | +63.3% | -101.9% | -51.1% |
| 3Y | +105.5% | +72.4% | +33.0% | +57.3% |
| 5Y | -7.8% | -9.6% | +1.7% | -14.0% |
| All | +237.4% | +56.1% | +181.3% | +190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling