-67.9%
U vs MP
-13.9%
-54.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -6.0% | +21.0% | +17.0% |
| 7D | +24.3% | -19.0% | +43.2% | +33.1% |
| 30D | +8.6% | -30.5% | +39.0% | +22.6% |
| 3M | +37.6% | -29.6% | +67.2% | +53.1% |
| 6M | +78.5% | -50.4% | +128.9% | +120.3% |
| YTD | +10.5% | -33.2% | +43.7% | +18.8% |
| 1Y | +15.2% | -38.6% | +53.8% | +26.8% |
| 3Y | +76.6% | +105.5% | -28.9% | -23.9% |
| 5Y | -67.9% | -7.8% | -60.0% | -76.2% |
| All | -67.9% | -13.9% | -54.0% | -76.2% |
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