+405.1%
MP vs SNY
+4.8%
+400.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -7.4% | -3.3% | -4.0% | -6.7% |
| 30D | -6.7% | -2.2% | -4.5% | -6.2% |
| 3M | -11.7% | -3.0% | -8.6% | -11.4% |
| 6M | -18.9% | +2.7% | -21.6% | -20.0% |
| YTD | 0.0% | -6.8% | +6.8% | +1.1% |
| 1Y | -19.9% | -5.3% | -14.6% | -19.6% |
| 3Y | +133.4% | -9.8% | +143.2% | +133.9% |
| 5Y | +48.1% | +9.7% | +38.4% | +39.1% |
| All | +405.1% | +4.8% | +400.3% | +379.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling