+259.1%
MP vs SE
-25.6%
+284.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.5% | -9.5% | -6.4% |
| 7D | -12.5% | +6.7% | -19.2% | -14.3% |
| 30D | -23.3% | -17.2% | -6.1% | -19.1% |
| 3M | -24.4% | -28.0% | +3.7% | -17.1% |
| 6M | -45.8% | -6.1% | -39.6% | -45.4% |
| YTD | -28.9% | -37.1% | +8.2% | -20.2% |
| 1Y | -34.6% | -48.8% | +14.2% | -22.0% |
| 3Y | +118.7% | +79.0% | +39.7% | +74.5% |
| 5Y | -3.1% | -77.5% | +74.5% | +27.6% |
| All | +259.1% | -25.6% | +284.7% | +308.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling