-31.8%
MP vs SYY
+8.1%
-39.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.8% | +4.4% |
| 7D | -10.5% | -7.3% | -3.2% | -8.9% |
| 30D | -23.5% | +0.1% | -23.6% | -23.8% |
| 3M | -25.4% | -8.2% | -17.2% | -23.9% |
| 6M | -51.3% | +6.3% | -57.5% | -53.7% |
| YTD | -29.9% | +7.3% | -37.2% | -29.1% |
| 1Y | -31.8% | +8.5% | -40.3% | -31.4% |
| All | -31.8% | +8.1% | -39.9% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling