-50.4%
MP vs SE
-12.1%
-38.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.7% | -0.4% | -4.1% |
| 7D | -19.0% | -1.2% | -17.8% | -18.6% |
| 30D | -30.5% | -21.7% | -8.8% | -24.4% |
| 3M | -29.6% | -34.2% | +4.6% | -19.2% |
| 6M | -50.4% | -10.5% | -40.0% | -50.0% |
| All | -50.4% | -12.1% | -38.3% | -50.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling