+68.9%
MP vs SU
+343.5%
-274.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | +3.0% | -1.0% | +4.0% | +3.5% |
| 30D | +8.3% | +13.7% | -5.4% | +1.4% |
| 3M | -3.8% | +8.0% | -11.9% | -8.6% |
| 6M | -4.9% | +21.0% | -25.9% | -16.5% |
| YTD | +9.6% | +56.2% | -46.6% | -16.6% |
| 1Y | -11.7% | +72.2% | -83.9% | -36.7% |
| 3Y | +158.5% | +118.1% | +40.4% | +56.0% |
| 5Y | +68.9% | +350.3% | -281.4% | -38.7% |
| All | +68.9% | +343.5% | -274.6% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling