-43.2%
MP vs XYZ
+28.4%
-71.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.8% | +2.9% |
| 7D | -3.6% | +12.6% | -16.2% | -7.4% |
| 30D | -21.0% | +10.8% | -31.8% | -23.6% |
| 3M | -33.3% | +8.4% | -41.7% | -35.0% |
| 6M | -45.9% | +14.3% | -60.3% | -48.5% |
| YTD | -27.8% | +31.5% | -59.3% | -33.1% |
| 1Y | -43.2% | +28.1% | -71.3% | -46.6% |
| All | -43.2% | +28.4% | -71.6% | -46.6% |
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