+47.9%
MP vs S
-56.8%
+104.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -2.9% | -7.7% | +4.9% | -1.0% |
| 30D | +13.8% | -5.3% | +19.2% | +14.9% |
| 3M | -16.7% | +20.3% | -37.0% | -21.3% |
| 6M | -11.5% | +47.4% | -58.9% | -21.4% |
| YTD | +7.9% | +32.5% | -24.6% | -1.9% |
| 1Y | -15.0% | +9.5% | -24.6% | -19.4% |
| 3Y | +153.5% | +15.5% | +138.0% | +124.5% |
| 5Y | +58.7% | -71.2% | +129.9% | +85.4% |
| All | +47.9% | -56.8% | +104.7% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling