+127.0%
MP vs SM
-20.0%
+147.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +4.0% | +4.8% |
| 7D | -10.5% | -25.9% | +15.4% | -6.5% |
| 30D | -23.5% | -15.1% | -8.4% | -21.8% |
| 3M | -25.4% | +4.9% | -30.3% | -26.8% |
| 6M | -51.3% | +6.1% | -57.4% | -53.1% |
| YTD | -29.9% | +63.4% | -93.3% | -41.7% |
| 1Y | -31.8% | +72.5% | -104.3% | -44.4% |
| 3Y | +127.0% | -16.9% | +143.9% | +107.4% |
| All | +127.0% | -20.0% | +147.0% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling