-69.4%
U vs MP
+58.1%
-127.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.5% |
| 7D | -3.8% | -2.9% | -1.0% | -2.8% |
| 30D | +17.5% | +13.8% | +3.6% | +11.5% |
| 3M | +38.7% | -16.7% | +55.4% | +45.2% |
| 6M | +104.4% | -11.5% | +115.9% | +104.3% |
| YTD | -5.7% | +7.9% | -13.6% | -13.5% |
| 1Y | +3.7% | -15.0% | +18.7% | -1.1% |
| 3Y | +12.3% | +153.5% | -141.2% | -49.5% |
| All | -69.4% | +58.1% | -127.5% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling