+72.2%
V vs MP
+58.1%
+14.1%
-24.1%
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% | -1.0% |
| 7D | -1.7% | -2.9% | +1.1% | -1.6% |
| 30D | +2.0% | +13.8% | -11.9% | +1.1% |
| 3M | +17.4% | -16.7% | +34.1% | +18.2% |
| 6M | +17.5% | -11.5% | +29.0% | +17.3% |
| YTD | +7.6% | +7.9% | -0.3% | +5.6% |
| 1Y | +7.7% | -15.0% | +22.8% | +6.6% |
| 3Y | +54.7% | +153.5% | -98.9% | +31.8% |
| All | +72.2% | +58.1% | +14.1% | +54.9% |
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