+148.4%
PM vs MP
+104.2%
+44.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.0% | +1.4% | -4.6% |
| 7D | -3.4% | -19.0% | +15.6% | -3.4% |
| 30D | +5.8% | -30.5% | +36.3% | +5.7% |
| 3M | +6.7% | -29.6% | +36.2% | +6.5% |
| 6M | +19.9% | -50.4% | +70.3% | +20.1% |
| YTD | +27.8% | -33.2% | +61.0% | +27.2% |
| 1Y | +39.4% | -38.6% | +78.0% | +38.8% |
| All | +148.4% | +104.2% | +44.1% | +132.0% |
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