+154.3%
MP vs SE
+193.7%
-39.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | -2.9% | -6.1% | +3.2% | -1.0% |
| 30D | +13.8% | -2.5% | +16.3% | +14.2% |
| 3M | -16.7% | +21.7% | -38.4% | -22.1% |
| 6M | -11.5% | +27.0% | -38.5% | -18.8% |
| YTD | +7.9% | -12.1% | +20.1% | +9.6% |
| 1Y | -15.0% | -40.9% | +25.9% | -3.8% |
| All | +154.3% | +193.7% | -39.3% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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