+116.3%
MP vs SM
-20.8%
+137.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.6% | -1.4% | -5.3% |
| 7D | -19.0% | -25.1% | +6.2% | -15.4% |
| 30D | -30.5% | -15.6% | -14.9% | -28.9% |
| 3M | -29.6% | +2.7% | -32.3% | -30.7% |
| 6M | -50.4% | -3.8% | -46.6% | -51.4% |
| YTD | -33.2% | +61.8% | -95.1% | -44.3% |
| 1Y | -38.6% | +71.4% | -109.9% | -49.9% |
| All | +116.3% | -20.8% | +137.1% | +97.9% |
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