+153.3%
MP vs S
+16.9%
+136.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -2.9% | -7.7% | +4.9% | -1.3% |
| 30D | +13.8% | -5.3% | +19.2% | +14.8% |
| 3M | -16.7% | +20.3% | -37.0% | -20.5% |
| 6M | -11.5% | +47.4% | -58.9% | -20.0% |
| YTD | +7.9% | +32.5% | -24.6% | -0.4% |
| 1Y | -15.0% | +9.5% | -24.6% | -18.4% |
| All | +153.3% | +16.9% | +136.3% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling