+150.5%
MP vs SPXU
-80.8%
+231.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +2.5% |
| 7D | +11.0% | -9.4% | +20.4% | +5.9% |
| 30D | -11.7% | +7.4% | -19.2% | -7.1% |
| 3M | -30.8% | +6.2% | -37.0% | -27.1% |
| 6M | -42.9% | -7.2% | -35.7% | -42.5% |
| YTD | -25.9% | -26.8% | +0.9% | -31.5% |
| 1Y | -37.3% | -26.3% | -11.0% | -41.4% |
| All | +150.5% | -80.8% | +231.3% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling