+443.0%
MP vs SITM
+1,162.6%
-719.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | -0.7% | +3.7% | -4.4% | -1.8% |
| 30D | -0.7% | -14.5% | +13.8% | +3.6% |
| 3M | 0.0% | -10.6% | +10.6% | +0.9% |
| 6M | -10.0% | +65.5% | -75.5% | -26.0% |
| YTD | +7.5% | +67.0% | -59.5% | -13.9% |
| 1Y | -14.0% | +138.6% | -152.6% | -39.8% |
| 3Y | +153.5% | +421.8% | -268.3% | +19.5% |
| 5Y | +62.7% | +172.4% | -109.7% | -16.4% |
| All | +443.0% | +1,162.6% | -719.6% | +130.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling