-10.9%
MP vs SITM
+73.6%
-84.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.5% | +9.0% | +5.2% |
| 7D | +9.5% | +6.6% | +2.8% | +7.2% |
| 30D | -3.0% | -15.3% | +12.3% | +1.0% |
| 3M | -30.4% | -35.4% | +5.0% | -22.2% |
| 6M | -39.2% | -46.8% | +7.6% | -29.6% |
| YTD | -23.3% | +25.9% | -49.1% | -35.1% |
| 1Y | -32.6% | +54.0% | -86.6% | -46.9% |
| 3Y | +159.3% | +315.6% | -156.3% | +19.0% |
| All | -10.9% | +73.6% | -84.5% | -51.6% |
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