+445.3%
MP vs SM
+900.5%
-455.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +2.0% |
| 7D | -2.9% | +0.1% | -2.9% | -2.9% |
| 30D | +13.8% | +26.3% | -12.5% | +7.3% |
| 3M | -16.7% | +8.7% | -25.4% | -19.5% |
| 6M | -11.5% | +51.7% | -63.2% | -23.2% |
| YTD | +7.9% | +99.0% | -91.1% | -13.7% |
| 1Y | -15.0% | +34.6% | -49.6% | -25.0% |
| 3Y | +153.5% | -7.8% | +161.3% | +139.4% |
| 5Y | +58.7% | +104.8% | -46.1% | +22.2% |
| All | +445.3% | +900.5% | -455.2% | +237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling