-7.4%
T vs MP
-42.0%
+34.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.5% |
| 7D | +2.0% | +2.3% | -0.3% | +2.2% |
| 30D | -1.0% | -15.3% | +14.3% | -2.2% |
| 3M | -8.1% | -33.5% | +25.4% | -10.8% |
| 6M | -8.3% | -45.5% | +37.2% | -11.5% |
| YTD | -6.1% | -27.3% | +21.2% | -7.0% |
| 1Y | -7.4% | -40.7% | +33.3% | -9.4% |
| All | -7.4% | -42.0% | +34.7% | -9.4% |
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