+119.6%
PM vs MP
+154.2%
-34.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.0% |
| 7D | -4.9% | -2.9% | -2.0% | -4.9% |
| 30D | -3.4% | +13.8% | -17.2% | -3.5% |
| 3M | +5.2% | -16.7% | +21.9% | +5.5% |
| 6M | +3.7% | -11.5% | +15.2% | +3.7% |
| YTD | +15.8% | +7.9% | +7.8% | +15.2% |
| 1Y | +17.4% | -15.0% | +32.4% | +17.2% |
| All | +119.6% | +154.2% | -34.6% | +110.4% |
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 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