-15.1%
MP vs SITM
+42.2%
-57.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +17.4% | -12.5% | -0.3% |
| 7D | -10.5% | -6.7% | -3.8% | -9.1% |
| 30D | -23.5% | -37.3% | +13.8% | -12.9% |
| 3M | -25.4% | -39.4% | +13.9% | -15.1% |
| 6M | -51.3% | -33.1% | -18.1% | -48.3% |
| YTD | -29.9% | +18.0% | -48.0% | -39.5% |
| 1Y | -31.8% | +22.7% | -54.5% | -42.3% |
| 3Y | +127.0% | +283.8% | -156.8% | +7.2% |
| All | -15.1% | +42.2% | -57.3% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling