-45.5%
MP vs SNDU
-83.9%
+38.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +27.5% | -26.7% | -3.0% |
| 7D | +2.3% | -20.3% | +22.6% | +3.1% |
| 30D | -15.3% | -64.4% | +49.1% | -6.3% |
| 3M | -33.5% | -57.5% | +24.0% | -30.4% |
| 6M | -45.5% | -82.9% | +37.3% | -47.0% |
| All | -45.5% | -83.9% | +38.4% | -47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling