-34.6%
MP vs SITM
+47.5%
-82.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.4% | +4.3% | -3.2% |
| 7D | -12.5% | -19.5% | +7.0% | -8.9% |
| 30D | -23.3% | -43.2% | +19.9% | -15.0% |
| 3M | -24.4% | -30.8% | +6.5% | -19.9% |
| 6M | -45.8% | -28.6% | -17.2% | -42.8% |
| YTD | -28.9% | +14.2% | -43.1% | -29.2% |
| 1Y | -34.6% | +44.4% | -79.0% | -34.4% |
| All | -34.6% | +47.5% | -82.1% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling