+259.1%
MP vs SW
+79.7%
+179.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.1% | -9.2% | -5.7% |
| 7D | -12.5% | +12.1% | -24.6% | -14.2% |
| 30D | -23.3% | +6.6% | -29.9% | -24.2% |
| 3M | -24.4% | -6.0% | -18.3% | -23.7% |
| 6M | -45.8% | +21.5% | -67.2% | -47.5% |
| YTD | -28.9% | +20.3% | -49.2% | -31.5% |
| 1Y | -34.6% | +28.1% | -62.7% | -37.6% |
| 3Y | +118.7% | +51.6% | +67.1% | +104.4% |
| 5Y | -3.1% | -0.1% | -2.9% | -10.1% |
| All | +259.1% | +79.7% | +179.4% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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