+42.1%
U vs MP
-35.6%
+77.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.7% | +4.4% |
| 7D | +2.6% | +9.5% | -6.9% | +0.4% |
| 30D | +27.6% | -3.0% | +30.5% | +28.2% |
| 3M | +15.3% | -30.4% | +45.7% | +25.1% |
| 6M | +96.4% | -39.2% | +135.6% | +117.0% |
| YTD | +19.6% | -23.3% | +42.8% | +19.4% |
| 1Y | +42.1% | -32.6% | +74.8% | +48.1% |
| All | +42.1% | -35.6% | +77.7% | +48.1% |
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 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