-34.6%
MP vs SM
+70.4%
-105.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -15.3% | +10.2% | -6.5% |
| 7D | -12.5% | -21.5% | +8.9% | -14.6% |
| 30D | -23.3% | -11.4% | -12.0% | -23.9% |
| 3M | -24.4% | +0.6% | -25.0% | -24.0% |
| 6M | -45.8% | +0.2% | -46.0% | -45.2% |
| YTD | -28.9% | +69.7% | -98.6% | -29.2% |
| 1Y | -34.6% | +71.6% | -106.2% | -35.5% |
| All | -34.6% | +70.4% | -105.0% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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