+159.3%
MP vs SYY
+24.4%
+134.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.0% |
| 7D | +9.5% | +0.3% | +9.1% | +9.4% |
| 30D | -3.0% | -4.8% | +1.8% | -1.3% |
| 3M | -30.4% | -7.1% | -23.3% | -28.5% |
| 6M | -39.2% | +6.8% | -46.0% | -42.5% |
| YTD | -23.3% | +7.7% | -30.9% | -27.6% |
| 1Y | -32.6% | +5.7% | -38.3% | -36.0% |
| 3Y | +159.3% | +24.6% | +134.7% | +84.8% |
| All | +159.3% | +24.4% | +134.8% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling