+254.1%
MP vs XYZ
-14.3%
+268.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.3% |
| 7D | -10.5% | +12.1% | -22.7% | -14.8% |
| 30D | -23.5% | +12.4% | -35.9% | -27.2% |
| 3M | -25.4% | +8.2% | -33.6% | -28.0% |
| 6M | -51.3% | +20.7% | -71.9% | -55.2% |
| YTD | -29.9% | +31.3% | -61.2% | -38.2% |
| 1Y | -31.8% | +20.5% | -52.4% | -38.4% |
| 3Y | +127.0% | +72.6% | +54.4% | +61.1% |
| 5Y | -3.3% | -64.0% | +60.7% | +11.2% |
| All | +254.1% | -14.3% | +268.4% | +268.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling