-0.3%
SPOT vs MP
-35.7%
+35.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.1% | +9.7% | +4.9% |
| 7D | +16.6% | -12.5% | +29.1% | +17.5% |
| 30D | +29.9% | -23.3% | +53.3% | +32.2% |
| 3M | +31.3% | -24.4% | +55.6% | +33.4% |
| 6M | +43.2% | -45.8% | +89.0% | +50.1% |
| YTD | +8.1% | -28.9% | +37.0% | +9.8% |
| 1Y | -0.3% | -34.6% | +34.3% | +1.3% |
| All | -0.3% | -35.7% | +35.4% | +1.3% |
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