+254.1%
MP vs SU
+411.2%
-157.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.1% |
| 7D | -10.5% | -13.4% | +2.9% | -4.8% |
| 30D | -23.5% | +0.9% | -24.4% | -24.3% |
| 3M | -25.4% | +12.8% | -38.2% | -30.1% |
| 6M | -51.3% | +8.3% | -59.5% | -53.9% |
| YTD | -29.9% | +58.2% | -88.1% | -45.1% |
| 1Y | -31.8% | +67.1% | -99.0% | -48.0% |
| 3Y | +127.0% | +125.6% | +1.4% | +46.9% |
| 5Y | -3.3% | +213.6% | -216.9% | -45.3% |
| All | +254.1% | +411.2% | -157.1% | +90.0% |
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