-40.7%
MP vs UL
-2.4%
-38.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.4% |
| 7D | +2.3% | -1.7% | +4.0% | +1.7% |
| 30D | -15.3% | +4.5% | -19.8% | -13.8% |
| 3M | -33.5% | +5.5% | -39.0% | -32.2% |
| 6M | -45.5% | +17.0% | -62.5% | -42.0% |
| YTD | -27.3% | +3.2% | -30.5% | -26.2% |
| 1Y | -40.7% | -1.9% | -38.8% | -40.9% |
| All | -40.7% | -2.4% | -38.3% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling