-31.8%
MP vs XYZ
+15.0%
-46.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.5% |
| 7D | -10.5% | +12.1% | -22.7% | -13.4% |
| 30D | -23.5% | +12.4% | -35.9% | -26.0% |
| 3M | -25.4% | +8.2% | -33.6% | -27.0% |
| 6M | -51.3% | +20.7% | -71.9% | -53.8% |
| YTD | -29.9% | +31.3% | -61.2% | -34.6% |
| 1Y | -31.8% | +20.5% | -52.4% | -35.6% |
| All | -31.8% | +15.0% | -46.8% | -35.6% |
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