-45.9%
MP vs SU
+5.8%
-51.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +2.7% |
| 7D | -3.6% | -10.2% | +6.6% | -5.3% |
| 30D | -21.0% | -6.2% | -14.8% | -21.8% |
| 3M | -33.3% | +8.7% | -42.0% | -33.1% |
| All | -45.9% | +5.8% | -51.7% | -44.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling