+443.0%
MP vs SYY
+78.4%
+364.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -3.0% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -0.7% | -2.7% | +2.1% | +0.7% |
| 3M | 0.0% | +5.9% | -5.9% | -3.7% |
| 6M | -10.0% | -2.3% | -7.6% | -9.9% |
| YTD | +7.5% | +13.1% | -5.6% | -0.9% |
| 1Y | -14.0% | +3.8% | -17.8% | -17.2% |
| 3Y | +153.5% | +26.7% | +126.8% | +116.6% |
| 5Y | +62.7% | +19.4% | +43.3% | +45.7% |
| All | +443.0% | +78.4% | +364.6% | +315.2% |
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