+159.3%
MP vs XYZ
+66.0%
+93.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.8% |
| 7D | +9.5% | -1.1% | +10.5% | +9.8% |
| 30D | -3.0% | +11.5% | -14.5% | -6.0% |
| 3M | -30.4% | +1.8% | -32.2% | -30.9% |
| 6M | -39.2% | +21.2% | -60.4% | -42.6% |
| YTD | -23.3% | +29.9% | -53.2% | -29.3% |
| 1Y | -32.6% | +35.8% | -68.4% | -38.7% |
| 3Y | +159.3% | +62.6% | +96.7% | +41.6% |
| All | +159.3% | +66.0% | +93.3% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling