+237.4%
MP vs SW
+77.0%
+160.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.8% |
| 7D | -19.0% | +4.7% | -23.6% | -19.6% |
| 30D | -30.5% | +5.0% | -35.5% | -31.1% |
| 3M | -29.6% | -7.3% | -22.2% | -28.8% |
| 6M | -50.4% | +15.0% | -65.4% | -51.6% |
| YTD | -33.2% | +18.5% | -51.7% | -35.4% |
| 1Y | -38.6% | +27.1% | -65.7% | -41.3% |
| 3Y | +105.5% | +49.3% | +56.2% | +92.5% |
| 5Y | -7.8% | -1.6% | -6.2% | -14.3% |
| All | +237.4% | +77.0% | +160.4% | +208.8% |
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