-7.8%
MP vs SUI
-25.7%
+17.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.3% |
| 7D | -19.0% | +8.8% | -27.7% | -22.0% |
| 30D | -30.5% | +8.9% | -39.4% | -33.5% |
| 3M | -29.6% | +2.0% | -31.6% | -30.6% |
| 6M | -50.4% | -0.6% | -49.8% | -51.1% |
| YTD | -33.2% | +1.3% | -34.6% | -35.1% |
| 1Y | -38.6% | +1.3% | -39.8% | -40.2% |
| 3Y | +105.5% | +16.3% | +89.2% | +77.7% |
| 5Y | -7.8% | -25.1% | +17.2% | +8.7% |
| All | -7.8% | -25.7% | +17.8% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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