+8.0%
U vs MP
+154.2%
-146.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | -3.8% | -2.9% | -1.0% | -3.2% |
| 30D | +17.5% | +13.8% | +3.6% | +13.9% |
| 3M | +38.7% | -16.7% | +55.4% | +42.6% |
| 6M | +104.4% | -11.5% | +115.9% | +105.0% |
| YTD | -5.7% | +7.9% | -13.6% | -9.7% |
| 1Y | +3.7% | -15.0% | +18.7% | +1.6% |
| All | +8.0% | +154.2% | -146.2% | -31.3% |
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