+128.6%
MP vs SN
+490.7%
-362.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | -2.9% | -9.3% | +6.5% | -0.7% |
| 30D | +13.8% | -4.8% | +18.6% | +15.0% |
| 3M | -16.7% | +40.4% | -57.1% | -23.4% |
| 6M | -11.5% | +50.9% | -62.4% | -20.2% |
| YTD | +7.9% | +54.9% | -47.0% | -3.6% |
| 1Y | -15.0% | +43.0% | -58.1% | -23.1% |
| 3Y | +153.5% | +391.8% | -238.3% | +92.9% |
| All | +128.6% | +490.7% | -362.0% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling