-1.1%
MP vs S
-49.1%
+48.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.6% | -4.7% | +1.0% |
| 7D | -3.6% | +1.4% | -5.0% | -4.0% |
| 30D | -21.0% | -10.8% | -10.2% | -18.8% |
| 3M | -33.3% | +5.4% | -38.7% | -34.9% |
| 6M | -45.9% | +41.2% | -87.2% | -51.3% |
| YTD | -27.8% | +56.2% | -84.0% | -37.5% |
| 1Y | -43.2% | +36.3% | -79.5% | -49.2% |
| 3Y | +144.0% | +49.4% | +94.6% | +101.2% |
| 5Y | -6.1% | -66.9% | +60.8% | +5.2% |
| All | -1.1% | -49.1% | +48.0% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling