-40.7%
MP vs SM
+72.9%
-113.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.8% | +1.2% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | -15.3% | -17.3% | +2.0% | -16.8% |
| 3M | -33.5% | -3.6% | -29.9% | -33.3% |
| 6M | -45.5% | +2.9% | -48.4% | -44.8% |
| YTD | -27.3% | +70.2% | -97.5% | -26.9% |
| 1Y | -40.7% | +66.5% | -107.2% | -40.0% |
| All | -40.7% | +72.9% | -113.7% | -40.0% |
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