+445.3%
MP vs SYY
+75.1%
+370.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.0% |
| 7D | -2.9% | -2.3% | -0.5% | -1.7% |
| 30D | +13.8% | -4.9% | +18.8% | +16.7% |
| 3M | -16.7% | +8.4% | -25.1% | -21.0% |
| 6M | -11.5% | -7.4% | -4.1% | -8.9% |
| YTD | +7.9% | +11.0% | -3.1% | +0.5% |
| 1Y | -15.0% | -0.2% | -14.8% | -16.5% |
| 3Y | +153.5% | +23.8% | +129.7% | +119.2% |
| 5Y | +58.7% | +18.1% | +40.5% | +43.2% |
| All | +445.3% | +75.1% | +370.2% | +321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling