+58.1%
MP vs SW
-2.3%
+60.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | -2.9% | -5.1% | +2.2% | -1.8% |
| 30D | +13.8% | -4.6% | +18.4% | +15.0% |
| 3M | -16.7% | +9.4% | -26.1% | -18.6% |
| 6M | -11.5% | +3.5% | -15.0% | -12.8% |
| YTD | +7.9% | +22.0% | -14.1% | +2.4% |
| 1Y | -15.0% | +2.2% | -17.2% | -16.9% |
| 3Y | +153.5% | +19.6% | +133.9% | +135.8% |
| All | +58.1% | -2.3% | +60.5% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling