+144.0%
MP vs S
+54.2%
+89.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.6% | -4.7% | +1.4% |
| 7D | -3.6% | +1.4% | -5.0% | -3.9% |
| 30D | -21.0% | -10.8% | -10.2% | -19.3% |
| 3M | -33.3% | +5.4% | -38.7% | -34.4% |
| 6M | -45.9% | +41.2% | -87.2% | -50.1% |
| YTD | -27.8% | +56.2% | -84.0% | -35.4% |
| 1Y | -43.2% | +36.3% | -79.5% | -47.8% |
| 3Y | +144.0% | +49.4% | +94.6% | +92.5% |
| All | +144.0% | +54.2% | +89.8% | +92.5% |
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