-84.3%
SMR vs MP
-37.2%
-47.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +4.9% | +11.3% | +12.0% |
| 7D | -9.6% | -10.5% | +0.9% | +0.2% |
| 30D | -33.8% | -23.5% | -10.2% | -15.9% |
| 3M | -46.4% | -25.4% | -20.9% | -31.3% |
| 6M | -62.4% | -51.3% | -11.2% | -31.7% |
| YTD | -64.1% | -29.9% | -34.2% | -50.6% |
| 1Y | -84.3% | -31.8% | -52.5% | -78.0% |
| All | -84.3% | -37.2% | -47.1% | -78.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling