+267.3%
MP vs SU
+412.9%
-145.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | 0.0% |
| 7D | +2.3% | -4.3% | +6.5% | +4.2% |
| 30D | -15.3% | -6.2% | -9.1% | -13.4% |
| 3M | -33.5% | +9.7% | -43.2% | -36.9% |
| 6M | -45.5% | +7.3% | -52.8% | -48.3% |
| YTD | -27.3% | +58.7% | -86.0% | -43.2% |
| 1Y | -40.7% | +59.7% | -100.5% | -53.8% |
| 3Y | +145.9% | +129.2% | +16.6% | +58.3% |
| 5Y | -13.9% | +223.7% | -237.6% | -51.9% |
| All | +267.3% | +412.9% | -145.6% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling