-10.9%
MP vs SE
-78.2%
+67.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.2% |
| 7D | +9.5% | -0.5% | +9.9% | +9.6% |
| 30D | -3.0% | -20.9% | +18.0% | +3.8% |
| 3M | -30.4% | -38.9% | +8.5% | -19.6% |
| 6M | -39.2% | -19.4% | -19.8% | -35.7% |
| YTD | -23.3% | -40.9% | +17.6% | -12.4% |
| 1Y | -32.6% | -46.2% | +13.5% | -20.9% |
| 3Y | +159.3% | +63.7% | +95.5% | +115.7% |
| All | -10.9% | -78.2% | +67.3% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling