+127.0%
MP vs SU
+122.8%
+4.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.1% |
| 7D | -10.5% | -13.4% | +2.9% | -6.9% |
| 30D | -23.5% | +0.9% | -24.4% | -24.2% |
| 3M | -25.4% | +12.8% | -38.2% | -29.1% |
| 6M | -51.3% | +8.3% | -59.5% | -53.3% |
| YTD | -29.9% | +58.2% | -88.1% | -44.1% |
| 1Y | -31.8% | +67.1% | -99.0% | -47.0% |
| 3Y | +127.0% | +125.6% | +1.4% | +47.8% |
| All | +127.0% | +122.8% | +4.2% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling