-32.6%
MP vs SU
+61.1%
-93.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.5% |
| 7D | +9.5% | +1.7% | +7.7% | +9.6% |
| 30D | -3.0% | -7.9% | +4.9% | -3.4% |
| 3M | -30.4% | +7.5% | -37.9% | -30.6% |
| 6M | -39.2% | +7.2% | -46.4% | -39.5% |
| YTD | -23.3% | +60.9% | -84.2% | -37.7% |
| 1Y | -32.6% | +63.6% | -96.3% | -44.8% |
| All | -32.6% | +61.1% | -93.8% | -44.8% |
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