-34.6%
MP vs SU
+88.1%
-122.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.5% | -0.6% | -5.3% |
| 7D | -12.5% | -7.1% | -5.4% | -12.8% |
| 30D | -23.3% | +4.8% | -28.1% | -23.5% |
| 3M | -24.4% | +12.5% | -36.8% | -25.0% |
| 6M | -45.8% | +6.5% | -52.2% | -46.2% |
| YTD | -28.9% | +65.8% | -94.7% | -42.6% |
| 1Y | -34.6% | +86.2% | -120.7% | -48.5% |
| All | -34.6% | +88.1% | -122.7% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling