-10.9%
MP vs SM
+5.5%
-16.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +9.5% | +9.4% | +0.1% | +6.7% |
| 30D | -3.0% | -14.4% | +11.4% | +0.6% |
| 3M | -30.4% | +1.6% | -31.9% | -31.8% |
| 6M | -39.2% | +6.3% | -45.5% | -42.4% |
| YTD | -23.3% | +78.8% | -102.1% | -41.2% |
| 1Y | -32.6% | +83.1% | -115.8% | -49.0% |
| 3Y | +159.3% | -5.9% | +165.2% | +136.8% |
| All | -10.9% | +5.5% | -16.4% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling