-26.3%
U vs MP
+149.0%
-175.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.0% |
| 7D | +24.4% | -3.6% | +28.0% | +25.2% |
| 30D | +7.4% | -21.0% | +28.4% | +15.0% |
| 3M | +16.8% | -33.3% | +50.1% | +31.0% |
| 6M | +78.8% | -45.9% | +124.7% | +110.5% |
| YTD | +14.0% | -27.8% | +41.8% | +19.1% |
| 1Y | +16.7% | -43.2% | +59.9% | +31.5% |
| 3Y | +86.4% | +144.0% | -57.7% | -6.0% |
| 5Y | -71.5% | -6.1% | -65.4% | -78.0% |
| All | -26.3% | +149.0% | -175.4% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling