-11.7%
MP vs SITM
+150.1%
-161.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +2.0% |
| 7D | +3.0% | +8.4% | -5.3% | +1.3% |
| 30D | +8.3% | -17.4% | +25.8% | +12.0% |
| 3M | -3.8% | -9.8% | +6.0% | -3.6% |
| 6M | -4.9% | +83.0% | -87.9% | -15.9% |
| YTD | +9.6% | +69.6% | -60.0% | -2.8% |
| 1Y | -11.7% | +144.9% | -156.6% | -33.8% |
| All | -11.7% | +150.1% | -161.8% | -33.8% |
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