+153.3%
MP vs XYZ
+42.3%
+111.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | -2.9% | -1.0% | -1.9% | -2.6% |
| 30D | +13.8% | -1.7% | +15.5% | +14.3% |
| 3M | -16.7% | +16.7% | -33.4% | -20.3% |
| 6M | -11.5% | +26.9% | -38.3% | -17.4% |
| YTD | +7.9% | +27.1% | -19.2% | +0.1% |
| 1Y | -15.0% | +9.3% | -24.3% | -18.8% |
| All | +153.3% | +42.3% | +111.0% | +108.6% |
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