+620.5%
NET vs MP
+262.7%
+357.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.1% | +2.5% | -1.3% |
| 7D | -16.4% | -12.5% | -3.8% | -13.4% |
| 30D | -25.8% | -23.3% | -2.5% | -20.8% |
| 3M | -11.5% | -24.4% | +12.8% | -5.6% |
| 6M | +18.9% | -45.8% | +64.7% | +36.5% |
| YTD | +35.2% | -28.9% | +64.1% | +42.1% |
| 1Y | +14.5% | -34.6% | +49.0% | +21.9% |
| 3Y | +313.8% | +118.7% | +195.1% | +152.5% |
| 5Y | +32.6% | -3.1% | +35.6% | +10.0% |
| All | +620.5% | +262.7% | +357.8% | +492.5% |
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