+29.0%
U vs MP
-37.2%
+66.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.9% | +0.6% | +4.3% |
| 7D | +36.6% | -10.5% | +47.1% | +40.0% |
| 30D | +13.3% | -23.5% | +36.9% | +21.0% |
| 3M | +26.2% | -25.4% | +51.6% | +34.4% |
| 6M | +88.7% | -51.3% | +140.0% | +123.2% |
| YTD | +16.6% | -29.9% | +46.5% | +18.5% |
| 1Y | +29.0% | -31.8% | +60.8% | +31.5% |
| All | +29.0% | -37.2% | +66.2% | +31.5% |
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