+453.7%
MP vs SNY
+5.7%
+448.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.1% |
| 7D | +3.0% | -2.7% | +5.8% | +3.6% |
| 30D | +8.3% | -0.7% | +9.0% | +8.5% |
| 3M | -3.8% | -1.7% | -2.2% | -3.8% |
| 6M | -4.9% | +2.2% | -7.2% | -6.1% |
| YTD | +9.6% | -6.0% | +15.6% | +10.6% |
| 1Y | -11.7% | -2.7% | -9.0% | -12.0% |
| 3Y | +158.5% | -7.5% | +166.0% | +157.3% |
| 5Y | +68.9% | +6.7% | +62.2% | +59.3% |
| All | +453.7% | +5.7% | +448.0% | +424.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling