+445.3%
MP vs SPXU
-96.5%
+541.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +2.1% |
| 7D | -2.9% | -0.1% | -2.7% | -2.9% |
| 30D | +13.8% | +0.8% | +13.0% | +14.7% |
| 3M | -16.7% | -4.7% | -12.0% | -16.8% |
| 6M | -11.5% | -29.6% | +18.1% | -22.9% |
| YTD | +7.9% | -29.9% | +37.8% | -5.4% |
| 1Y | -15.0% | -39.1% | +24.0% | -29.7% |
| 3Y | +153.5% | -80.0% | +233.5% | +34.6% |
| 5Y | +58.7% | -86.0% | +144.7% | -5.2% |
| All | +445.3% | -96.5% | +541.8% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling