-48.0%
SMR vs MP
-15.6%
-32.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +1.9% | +2.3% | -0.3% | +1.6% |
| 30D | -21.9% | -15.3% | -6.6% | -15.4% |
| 3M | -47.1% | -33.5% | -13.6% | -36.3% |
| 6M | -60.6% | -45.5% | -15.1% | -48.5% |
| YTD | -63.1% | -27.3% | -35.8% | -55.7% |
| 1Y | -80.4% | -40.7% | -39.7% | -74.8% |
| 3Y | +150.2% | +145.9% | +4.4% | +73.7% |
| All | -48.0% | -15.6% | -32.4% | -57.1% |
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