+116.3%
MP vs S
+32.3%
+84.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.8% | +2.8% | -4.2% |
| 7D | -19.0% | -16.7% | -2.3% | -15.9% |
| 30D | -30.5% | -17.0% | -13.5% | -27.8% |
| 3M | -29.6% | +2.0% | -31.6% | -30.2% |
| 6M | -50.4% | +35.1% | -85.5% | -53.9% |
| YTD | -33.2% | +42.8% | -76.0% | -39.2% |
| 1Y | -38.6% | +27.7% | -66.3% | -42.8% |
| All | +116.3% | +32.3% | +84.0% | +47.4% |
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