+47.5%
T vs MP
+240.8%
-193.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | 0.0% |
| 7D | +4.3% | -19.0% | +23.3% | +4.5% |
| 30D | -9.7% | -30.5% | +20.8% | -9.4% |
| 3M | -4.3% | -29.6% | +25.3% | -4.0% |
| 6M | -13.7% | -50.4% | +36.8% | -13.0% |
| YTD | -8.0% | -33.2% | +25.2% | -8.0% |
| 1Y | -6.9% | -38.6% | +31.7% | -6.9% |
| 3Y | +59.7% | +105.5% | -45.8% | +51.5% |
| 5Y | +53.4% | -7.8% | +61.3% | +47.9% |
| All | +47.5% | +240.8% | -193.3% | +36.0% |
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