-45.9%
SMR vs MP
-13.2%
-32.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.6% | +0.5% | +4.2% |
| 7D | +1.7% | -1.6% | +3.2% | +3.0% |
| 30D | -24.4% | -18.2% | -6.3% | -16.9% |
| 3M | -44.6% | -26.1% | -18.5% | -36.4% |
| 6M | -56.7% | -44.0% | -12.6% | -44.0% |
| YTD | -61.6% | -25.3% | -36.3% | -54.5% |
| 1Y | -82.1% | -35.6% | -46.5% | -77.6% |
| 3Y | +161.5% | +147.1% | +14.5% | +80.6% |
| All | -45.9% | -13.2% | -32.7% | -55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling