+127.0%
MP vs SPXU
-79.5%
+206.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +4.6% |
| 7D | -10.5% | +7.6% | -18.1% | -6.6% |
| 30D | -23.5% | +17.5% | -41.0% | -16.0% |
| 3M | -25.4% | +14.7% | -40.1% | -18.6% |
| 6M | -51.3% | -0.1% | -51.2% | -49.1% |
| YTD | -29.9% | -19.8% | -10.1% | -32.3% |
| 1Y | -31.8% | -23.7% | -8.1% | -34.9% |
| 3Y | +127.0% | -79.5% | +206.5% | +14.2% |
| All | +127.0% | -79.5% | +206.5% | +14.2% |
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