-38.6%
MP vs SW
+25.8%
-64.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.7% |
| 7D | -19.0% | +4.7% | -23.6% | -19.9% |
| 30D | -30.5% | +5.0% | -35.5% | -31.4% |
| 3M | -29.6% | -7.3% | -22.2% | -28.4% |
| 6M | -50.4% | +15.0% | -65.4% | -52.2% |
| YTD | -33.2% | +18.5% | -51.7% | -35.0% |
| 1Y | -38.6% | +27.1% | -65.7% | -39.4% |
| All | -38.6% | +25.8% | -64.3% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling