+322.4%
NET vs MP
+117.4%
+205.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.1% | +2.5% | -1.9% |
| 7D | -16.4% | -12.5% | -3.8% | -14.8% |
| 30D | -25.8% | -23.3% | -2.5% | -23.2% |
| 3M | -11.5% | -24.4% | +12.8% | -8.4% |
| 6M | +18.9% | -45.8% | +64.7% | +27.5% |
| YTD | +35.2% | -28.9% | +64.1% | +40.1% |
| 1Y | +14.5% | -34.6% | +49.0% | +19.3% |
| All | +322.4% | +117.4% | +205.0% | +249.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling