+61.0%
T vs MP
+104.2%
-43.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | -0.1% |
| 7D | +4.3% | -19.0% | +23.3% | +4.0% |
| 30D | -9.7% | -30.5% | +20.8% | -10.1% |
| 3M | -4.3% | -29.6% | +25.3% | -4.7% |
| 6M | -13.7% | -50.4% | +36.8% | -14.1% |
| YTD | -8.0% | -33.2% | +25.2% | -8.5% |
| 1Y | -6.9% | -38.6% | +31.7% | -7.4% |
| All | +61.0% | +104.2% | -43.2% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling