+35.7%
MP vs USAR
-26.7%
+62.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.5% | +3.5% | -2.7% |
| 7D | -19.0% | -29.5% | +10.5% | -8.4% |
| 30D | -30.5% | -46.0% | +15.5% | -13.8% |
| 3M | -29.6% | -56.8% | +27.2% | -5.6% |
| 6M | -50.4% | -72.9% | +22.5% | -22.7% |
| YTD | -33.2% | -37.6% | +4.4% | -21.2% |
| 1Y | -38.6% | -56.0% | +17.4% | -21.0% |
| 3Y | +105.5% | -27.5% | +133.0% | +119.0% |
| All | +35.7% | -26.7% | +62.4% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 all: compounded portfolio wealth divided by compounded USAR 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…
all analysis · Full analysis span regression · 6 months rolling