-3.6%
SMR vs MP
+25.4%
-28.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.1% |
| 7D | +4.4% | -2.9% | +7.3% | +5.6% |
| 30D | +3.4% | +13.8% | -10.4% | -2.4% |
| 3M | -19.2% | -16.7% | -2.5% | -12.9% |
| 6M | -22.6% | -11.5% | -11.2% | -18.2% |
| YTD | -31.5% | +7.9% | -39.5% | -31.5% |
| 1Y | -73.1% | -15.0% | -58.0% | -71.0% |
| 3Y | +55.0% | +153.5% | -98.6% | -0.8% |
| All | -3.6% | +25.4% | -28.9% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling