+127.0%
MP vs SYY
+24.3%
+102.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.8% | +4.1% |
| 7D | -10.5% | -7.3% | -3.2% | -7.9% |
| 30D | -23.5% | +0.1% | -23.6% | -24.0% |
| 3M | -25.4% | -8.2% | -17.2% | -23.1% |
| 6M | -51.3% | +6.3% | -57.5% | -53.8% |
| YTD | -29.9% | +7.3% | -37.2% | -33.9% |
| 1Y | -31.8% | +8.5% | -40.3% | -36.3% |
| 3Y | +127.0% | +24.9% | +102.1% | +50.5% |
| All | +127.0% | +24.3% | +102.7% | +50.5% |
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