+277.5%
MP vs SYY
+72.7%
+204.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.0% | +4.6% | +5.6% |
| 7D | -1.6% | -4.1% | +2.5% | +0.2% |
| 30D | -18.2% | +0.3% | -18.5% | -18.7% |
| 3M | -26.1% | -6.3% | -19.8% | -24.1% |
| 6M | -44.0% | +9.7% | -53.7% | -47.8% |
| YTD | -25.3% | +9.4% | -34.7% | -30.4% |
| 1Y | -35.6% | +7.3% | -42.9% | -39.5% |
| 3Y | +147.1% | +27.6% | +119.4% | +108.5% |
| 5Y | -11.3% | +12.5% | -23.8% | -18.8% |
| All | +277.5% | +72.7% | +204.8% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling