+134.3%
V vs MP
+262.7%
-128.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.1% | +8.9% | +4.1% |
| 7D | +9.0% | -12.5% | +21.5% | +9.6% |
| 30D | +18.1% | -23.3% | +41.4% | +19.4% |
| 3M | +18.3% | -24.4% | +42.7% | +19.6% |
| 6M | +34.1% | -45.8% | +79.8% | +37.2% |
| YTD | +25.2% | -28.9% | +54.1% | +25.5% |
| 1Y | +29.3% | -34.6% | +63.9% | +29.9% |
| 3Y | +83.4% | +118.7% | -35.3% | +61.8% |
| 5Y | +117.2% | -3.1% | +120.2% | +102.7% |
| All | +134.3% | +262.7% | -128.4% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling