-18.6%
MP vs SNY
-4.6%
-14.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.5% |
| 7D | -4.6% | -3.6% | -0.9% | -5.1% |
| 30D | -7.1% | -1.9% | -5.2% | -7.2% |
| 3M | -4.0% | -2.0% | -2.0% | -4.0% |
| 6M | -16.7% | +2.5% | -19.2% | -16.5% |
| YTD | +1.6% | -7.0% | +8.5% | +2.8% |
| All | -18.6% | -4.6% | -14.0% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling