+443.0%
MP vs SU
+413.2%
+29.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.7% |
| 7D | -0.7% | +1.6% | -2.3% | -1.4% |
| 30D | -0.7% | +10.7% | -11.4% | -5.2% |
| 3M | 0.0% | +13.5% | -13.5% | -6.5% |
| 6M | -10.0% | +21.8% | -31.8% | -19.5% |
| YTD | +7.5% | +58.8% | -51.4% | -15.1% |
| 1Y | -14.0% | +72.0% | -86.0% | -34.8% |
| 3Y | +153.5% | +121.7% | +31.8% | +66.7% |
| 5Y | +62.7% | +350.4% | -287.7% | -17.8% |
| All | +443.0% | +413.2% | +29.8% | +193.7% |
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