+116.3%
MP vs SO
+47.0%
+69.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.3% | -6.0% |
| 7D | -19.0% | +0.4% | -19.3% | -18.9% |
| 30D | -30.5% | +9.2% | -39.7% | -29.8% |
| 3M | -29.6% | +1.1% | -30.7% | -29.5% |
| 6M | -50.4% | -1.1% | -49.4% | -50.3% |
| YTD | -33.2% | +9.7% | -42.9% | -34.1% |
| 1Y | -38.6% | +5.5% | -44.1% | -38.9% |
| All | +116.3% | +47.0% | +69.3% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling