+221.6%
ON vs MP
+240.8%
-19.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -6.0% | -5.5% | -10.0% |
| 7D | -16.3% | -19.0% | +2.7% | -11.6% |
| 30D | -27.0% | -30.5% | +3.5% | -20.0% |
| 3M | -18.1% | -29.6% | +11.5% | -11.1% |
| 6M | -38.6% | -50.4% | +11.8% | -27.6% |
| YTD | +16.4% | -33.2% | +49.6% | +25.1% |
| 1Y | +25.8% | -38.6% | +64.4% | +36.4% |
| 3Y | -7.7% | +105.5% | -113.2% | -39.3% |
| 5Y | +6.6% | -7.8% | +14.4% | -12.7% |
| All | +221.6% | +240.8% | -19.2% | +116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling