+58.1%
MP vs UL
+23.5%
+34.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -2.9% | -1.3% | -1.5% | -2.6% |
| 30D | +13.8% | +0.5% | +13.3% | +13.7% |
| 3M | -16.7% | +17.6% | -34.3% | -19.9% |
| 6M | -11.5% | -5.4% | -6.1% | -10.1% |
| YTD | +7.9% | +0.7% | +7.2% | +7.2% |
| 1Y | -15.0% | -9.3% | -5.8% | -13.0% |
| 3Y | +153.5% | +24.5% | +129.0% | +128.0% |
| All | +58.1% | +23.5% | +34.6% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling