-13.9%
MP vs UL
+31.1%
-45.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.9% |
| 7D | +2.3% | -1.7% | +4.0% | +2.5% |
| 30D | -15.3% | +4.5% | -19.8% | -16.1% |
| 3M | -33.5% | +5.5% | -39.0% | -34.3% |
| 6M | -45.5% | +17.0% | -62.5% | -47.8% |
| YTD | -27.3% | +3.2% | -30.5% | -28.3% |
| 1Y | -40.7% | -1.9% | -38.8% | -40.7% |
| 3Y | +145.9% | +33.6% | +112.3% | +113.7% |
| 5Y | -13.9% | +31.5% | -45.4% | -28.6% |
| All | -13.9% | +31.1% | -45.0% | -28.6% |
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 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