+653.8%
NET vs MP
+450.8%
+203.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.3% |
| 7D | -7.0% | -2.9% | -4.1% | -6.4% |
| 30D | -4.8% | +13.8% | -18.6% | -8.0% |
| 3M | +3.8% | -16.7% | +20.5% | +7.6% |
| 6M | +50.0% | -11.5% | +61.5% | +51.2% |
| YTD | +41.5% | +7.9% | +33.5% | +34.3% |
| 1Y | +32.8% | -15.0% | +47.9% | +30.3% |
| 3Y | +335.9% | +153.5% | +182.4% | +165.1% |
| 5Y | +113.8% | +58.7% | +55.2% | +58.3% |
| All | +653.8% | +450.8% | +203.0% | +460.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling