+99.5%
U vs MP
+114.3%
-14.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.9% | +0.6% | +4.5% |
| 7D | +36.6% | -10.5% | +47.1% | +39.3% |
| 30D | +13.3% | -23.5% | +36.9% | +19.3% |
| 3M | +26.2% | -25.4% | +51.6% | +32.9% |
| 6M | +88.7% | -51.3% | +140.0% | +114.3% |
| YTD | +16.6% | -29.9% | +46.5% | +21.6% |
| 1Y | +29.0% | -31.8% | +60.8% | +35.1% |
| 3Y | +99.5% | +127.0% | -27.5% | +22.9% |
| All | +99.5% | +114.3% | -14.8% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling