+127.0%
MP vs UL
+35.9%
+91.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.5% | +4.7% |
| 7D | -10.5% | +1.1% | -11.6% | -10.4% |
| 30D | -23.5% | +8.2% | -31.8% | -23.2% |
| 3M | -25.4% | +4.5% | -30.0% | -25.2% |
| 6M | -51.3% | +12.6% | -63.8% | -50.8% |
| YTD | -29.9% | +3.5% | -33.4% | -29.4% |
| 1Y | -31.8% | -0.4% | -31.4% | -31.0% |
| 3Y | +127.0% | +36.0% | +91.0% | +97.6% |
| All | +127.0% | +35.9% | +91.1% | +97.6% |
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