+127.0%
MP vs SN
+397.9%
-270.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.3% | +4.2% |
| 7D | -10.5% | +7.2% | -17.7% | -12.4% |
| 30D | -23.5% | +20.4% | -43.9% | -27.8% |
| 3M | -25.4% | +23.9% | -49.3% | -30.3% |
| 6M | -51.3% | +93.0% | -144.3% | -60.5% |
| YTD | -29.9% | +99.2% | -129.1% | -44.1% |
| 1Y | -31.8% | +142.6% | -174.4% | -48.6% |
| 3Y | +127.0% | +398.8% | -271.8% | +2.5% |
| All | +127.0% | +397.9% | -270.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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