+267.3%
MP vs SITM
+911.5%
-644.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.3% | -5.6% | -1.1% |
| 7D | +2.3% | +17.2% | -14.9% | -2.7% |
| 30D | -15.3% | -17.1% | +1.8% | -11.4% |
| 3M | -33.5% | -29.2% | -4.3% | -27.9% |
| 6M | -45.5% | -47.6% | +2.1% | -37.0% |
| YTD | -27.3% | +33.8% | -61.1% | -38.9% |
| 1Y | -40.7% | +54.1% | -94.8% | -52.4% |
| 3Y | +145.9% | +337.6% | -191.7% | +20.2% |
| 5Y | -13.9% | +89.7% | -103.6% | -51.7% |
| All | +267.3% | +911.5% | -644.2% | +63.5% |
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