+264.6%
MP vs SO
+119.6%
+145.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.5% | +2.8% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -21.0% | +8.7% | -29.7% | -21.7% |
| 3M | -33.3% | +3.4% | -36.7% | -33.6% |
| 6M | -45.9% | +3.7% | -49.6% | -46.5% |
| YTD | -27.8% | +10.0% | -37.9% | -29.6% |
| 1Y | -43.2% | +6.6% | -49.8% | -44.2% |
| 3Y | +144.0% | +52.5% | +91.5% | +117.7% |
| 5Y | -6.1% | +76.1% | -82.2% | -15.3% |
| All | +264.6% | +119.6% | +145.0% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling