-10.9%
MP vs SYY
+15.0%
-25.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +2.8% |
| 7D | +9.5% | +0.3% | +9.1% | +9.3% |
| 30D | -3.0% | -4.8% | +1.8% | -0.5% |
| 3M | -30.4% | -7.1% | -23.3% | -27.7% |
| 6M | -39.2% | +6.8% | -46.0% | -43.4% |
| YTD | -23.3% | +7.7% | -30.9% | -29.7% |
| 1Y | -32.6% | +5.7% | -38.3% | -37.7% |
| 3Y | +159.3% | +24.6% | +134.7% | +103.6% |
| All | -10.9% | +15.0% | -25.9% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling