+116.3%
MP vs UL
+39.4%
+76.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.2% | -7.2% | -6.0% |
| 7D | -19.0% | +5.5% | -24.5% | -18.6% |
| 30D | -30.5% | +11.4% | -41.8% | -30.0% |
| 3M | -29.6% | +6.0% | -35.6% | -29.3% |
| 6M | -50.4% | +18.0% | -68.4% | -50.0% |
| YTD | -33.2% | +6.2% | -39.4% | -32.6% |
| 1Y | -38.6% | +1.5% | -40.1% | -37.6% |
| All | +116.3% | +39.4% | +76.9% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling