+153.3%
MP vs SM
-7.7%
+161.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.8% |
| 7D | -2.9% | +0.1% | -2.9% | -2.9% |
| 30D | +13.8% | +26.3% | -12.5% | +9.2% |
| 3M | -16.7% | +8.7% | -25.4% | -18.4% |
| 6M | -11.5% | +51.7% | -63.2% | -21.6% |
| YTD | +7.9% | +99.0% | -91.1% | -12.0% |
| 1Y | -15.0% | +34.6% | -49.6% | -23.0% |
| All | +153.3% | -7.7% | +161.0% | +130.9% |
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