+112.5%
NET vs MP
+58.1%
+54.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.4% |
| 7D | -7.0% | -2.9% | -4.1% | -6.3% |
| 30D | -4.8% | +13.8% | -18.6% | -8.4% |
| 3M | +3.8% | -16.7% | +20.5% | +8.1% |
| 6M | +50.0% | -11.5% | +61.5% | +51.3% |
| YTD | +41.5% | +7.9% | +33.5% | +32.9% |
| 1Y | +32.8% | -15.0% | +47.9% | +29.3% |
| 3Y | +335.9% | +153.5% | +182.4% | +128.7% |
| All | +112.5% | +58.1% | +54.4% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling