+445.3%
MP vs SU
+400.7%
+44.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | -2.9% | +3.6% | -6.4% | -4.4% |
| 30D | +13.8% | +7.9% | +6.0% | +9.9% |
| 3M | -16.7% | +3.5% | -20.2% | -18.6% |
| 6M | -11.5% | +19.0% | -30.5% | -20.0% |
| YTD | +7.9% | +55.0% | -47.0% | -13.8% |
| 1Y | -15.0% | +71.2% | -86.2% | -35.5% |
| 3Y | +153.5% | +117.4% | +36.1% | +68.2% |
| 5Y | +58.7% | +335.2% | -276.5% | -18.7% |
| All | +445.3% | +400.7% | +44.6% | +198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling