-7.8%
MP vs S
-69.2%
+61.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.8% | +2.8% | -3.7% |
| 7D | -19.0% | -16.7% | -2.3% | -15.0% |
| 30D | -30.5% | -17.0% | -13.5% | -27.1% |
| 3M | -29.6% | +2.0% | -31.6% | -30.7% |
| 6M | -50.4% | +35.1% | -85.5% | -55.2% |
| YTD | -33.2% | +42.8% | -76.0% | -41.2% |
| 1Y | -38.6% | +27.7% | -66.3% | -44.4% |
| 3Y | +105.5% | +33.0% | +72.5% | +72.2% |
| 5Y | -7.8% | -68.0% | +60.1% | +35.1% |
| All | -7.8% | -69.2% | +61.3% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling