+116.3%
MP vs SE
+64.7%
+51.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.7% | -0.4% | -4.3% |
| 7D | -19.0% | -1.2% | -17.8% | -18.7% |
| 30D | -30.5% | -21.7% | -8.8% | -25.2% |
| 3M | -29.6% | -34.2% | +4.6% | -20.4% |
| 6M | -50.4% | -10.5% | -40.0% | -49.3% |
| YTD | -33.2% | -40.7% | +7.5% | -23.7% |
| 1Y | -38.6% | -52.1% | +13.5% | -25.4% |
| All | +116.3% | +64.7% | +51.6% | +110.3% |
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