+445.3%
MP vs SUI
+2.4%
+442.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -2.9% | -2.8% | 0.0% | -1.6% |
| 30D | +13.8% | -1.2% | +15.0% | +14.4% |
| 3M | -16.7% | -1.7% | -15.0% | -17.1% |
| 6M | -11.5% | -10.5% | -1.0% | -7.8% |
| YTD | +7.9% | -1.8% | +9.8% | +7.1% |
| 1Y | -15.0% | -4.1% | -11.0% | -15.0% |
| 3Y | +153.5% | +11.3% | +142.3% | +127.6% |
| 5Y | +58.7% | -32.1% | +90.8% | +84.3% |
| All | +445.3% | +2.4% | +442.9% | +405.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling