+159.3%
MP vs SITM
+318.4%
-159.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.5% | +9.0% | +4.8% |
| 7D | +9.5% | +6.6% | +2.8% | +7.6% |
| 30D | -3.0% | -15.3% | +12.3% | +0.2% |
| 3M | -30.4% | -35.4% | +5.0% | -23.9% |
| 6M | -39.2% | -46.8% | +7.6% | -31.8% |
| YTD | -23.3% | +25.9% | -49.1% | -32.0% |
| 1Y | -32.6% | +54.0% | -86.6% | -43.4% |
| 3Y | +159.3% | +315.6% | -156.3% | +36.3% |
| All | +159.3% | +318.4% | -159.1% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling