+168.1%
PM vs MP
-5.6%
+173.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -1.9% |
| 7D | -5.2% | -10.5% | +5.3% | -5.0% |
| 30D | +2.7% | -23.5% | +26.2% | +3.2% |
| 3M | +6.1% | -25.4% | +31.6% | +6.6% |
| 6M | +18.0% | -51.3% | +69.3% | +19.8% |
| YTD | +26.6% | -29.9% | +56.5% | +26.4% |
| 1Y | +36.7% | -31.8% | +68.5% | +36.4% |
| 3Y | +146.0% | +127.0% | +19.0% | +123.4% |
| All | +168.1% | -5.6% | +173.7% | +153.4% |
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 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