Portfolio Builder
Mean-variance optimization · efficient frontier · custom weights · --
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Demo data on this page. Mean-variance optimization needs historical correlation matrix on real returns. Numbers below use synthetic series. Required upgrade: Polygon historical aggregates. Configure provider →
Expected Return
+14.8%
annualized
Volatility
18.4%
annualized σ
Sharpe Ratio
0.84
rf = 4.5%
Portfolio Beta
1.12
vs SPY
⚙️ Asset Weights
Constraints
Total weight100%
📊 Efficient Frontier — Risk-Return
Each blue dot is a randomly weighted portfolio. The green dot is your current allocation. The yellow line is the efficient frontier — for any return level, no portfolio achieves it with less risk. The cyan star is the max-Sharpe (tangency) portfolio.
🎯 Risk Contribution by Asset
% of total portfolio variance attributable to each asset (accounts for correlation, not just weight). Concentrated risk = a few assets dominate the bar even at modest weights.
🕸️ Correlation Matrix (60d)