-29.6%
MP vs S
+0.5%
-30.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.8% | +2.8% | -3.9% |
| 7D | -19.0% | -16.7% | -2.3% | -15.5% |
| 30D | -30.5% | -17.0% | -13.5% | -27.7% |
| 3M | -29.6% | +2.0% | -31.6% | -28.4% |
| All | -29.6% | +0.5% | -30.0% | -28.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling