+34.1%
V vs MP
-48.0%
+82.1%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.1% | +8.9% | +3.4% |
| 7D | +9.0% | -12.5% | +21.5% | +7.8% |
| 30D | +18.1% | -23.3% | +41.4% | +15.5% |
| 3M | +18.3% | -24.4% | +42.7% | +16.3% |
| 6M | +34.1% | -45.8% | +79.8% | +27.0% |
| All | +34.1% | -48.0% | +82.1% | +27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling