+254.1%
MP vs UL
+25.9%
+228.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.5% | +5.2% |
| 7D | -10.5% | +1.1% | -11.6% | -10.7% |
| 30D | -23.5% | +8.2% | -31.8% | -24.3% |
| 3M | -25.4% | +4.5% | -30.0% | -25.9% |
| 6M | -51.3% | +12.6% | -63.8% | -52.1% |
| YTD | -29.9% | +3.5% | -33.4% | -30.4% |
| 1Y | -31.8% | -0.4% | -31.4% | -31.9% |
| 3Y | +127.0% | +36.0% | +91.0% | +110.0% |
| 5Y | -3.3% | +30.9% | -34.2% | -12.4% |
| All | +254.1% | +25.9% | +228.2% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling