-35.4%
MP vs SNDU
-33.0%
-2.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -11.4% | +14.9% | +5.0% |
| 7D | +9.5% | +9.0% | +0.5% | +7.3% |
| 30D | -3.0% | -67.4% | +64.5% | +8.7% |
| 3M | -30.4% | -75.6% | +45.3% | -20.8% |
| 6M | -39.2% | -84.0% | +44.8% | -36.8% |
| All | -35.4% | -33.0% | -2.4% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 1y: compounded portfolio wealth divided by compounded SNDU 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…
1y analysis · Full analysis span regression · 6 months rolling