-40.7%
MP vs XYZ
+29.3%
-70.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | +2.3% | -2.2% | +4.5% | +3.1% |
| 30D | -15.3% | +11.6% | -26.9% | -18.3% |
| 3M | -33.5% | +8.4% | -41.9% | -35.2% |
| 6M | -45.5% | +17.2% | -62.7% | -48.4% |
| YTD | -27.3% | +31.7% | -59.0% | -32.5% |
| 1Y | -40.7% | +30.1% | -70.8% | -44.8% |
| All | -40.7% | +29.3% | -70.0% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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