+237.4%
MP vs SM
+713.5%
-476.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.6% | -1.4% | -4.9% |
| 7D | -19.0% | -25.1% | +6.2% | -13.3% |
| 30D | -30.5% | -15.6% | -14.9% | -28.0% |
| 3M | -29.6% | +2.7% | -32.3% | -30.9% |
| 6M | -50.4% | -3.8% | -46.6% | -51.5% |
| YTD | -33.2% | +61.8% | -95.1% | -44.4% |
| 1Y | -38.6% | +71.4% | -109.9% | -49.8% |
| 3Y | +105.5% | -20.7% | +126.2% | +99.6% |
| 5Y | -7.8% | -11.5% | +3.7% | -15.7% |
| All | +237.4% | +713.5% | -476.1% | +117.4% |
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 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