+18.4%
U vs MP
-35.7%
+54.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.1% | +10.0% | +6.2% |
| 7D | +7.5% | -12.5% | +20.0% | +11.3% |
| 30D | -7.0% | -23.3% | +16.3% | -0.5% |
| 3M | +20.6% | -24.4% | +44.9% | +28.4% |
| 6M | +53.2% | -45.8% | +98.9% | +76.0% |
| YTD | -3.9% | -28.9% | +25.0% | -2.5% |
| 1Y | +18.4% | -34.6% | +53.0% | +23.0% |
| All | +18.4% | -35.7% | +54.1% | +23.0% |
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 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