+62.7%
MP vs SNY
+7.6%
+55.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -0.7% | -3.6% | +2.9% | +0.1% |
| 30D | -0.7% | -1.4% | +0.8% | -0.3% |
| 3M | 0.0% | -4.2% | +4.2% | +0.7% |
| 6M | -10.0% | +2.0% | -11.9% | -11.1% |
| YTD | +7.5% | -6.7% | +14.2% | +8.7% |
| 1Y | -14.0% | -4.7% | -9.3% | -13.8% |
| 3Y | +153.5% | -8.1% | +161.6% | +152.4% |
| 5Y | +62.7% | +8.2% | +54.5% | +44.5% |
| All | +62.7% | +7.6% | +55.1% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling