+32.8%
PEP vs MP
+240.8%
-208.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +0.2% |
| 7D | +6.7% | -19.0% | +25.6% | +6.7% |
| 30D | +13.5% | -30.5% | +44.0% | +13.6% |
| 3M | +3.9% | -29.6% | +33.5% | +4.0% |
| 6M | -6.0% | -50.4% | +44.4% | -5.7% |
| YTD | +2.5% | -33.2% | +35.7% | +2.4% |
| 1Y | +3.9% | -38.6% | +42.5% | +3.9% |
| 3Y | -4.7% | +105.5% | -110.1% | -6.5% |
| 5Y | +1.1% | -7.8% | +8.9% | -0.1% |
| All | +32.8% | +240.8% | -208.0% | +23.4% |
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