+237.4%
MP vs USB
+104.5%
+132.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -4.8% |
| 7D | -19.0% | -1.5% | -17.5% | -18.3% |
| 30D | -30.5% | +4.3% | -34.8% | -32.2% |
| 3M | -29.6% | -6.1% | -23.5% | -27.1% |
| 6M | -50.4% | +9.4% | -59.8% | -53.5% |
| YTD | -33.2% | +15.2% | -48.4% | -39.4% |
| 1Y | -38.6% | +32.8% | -71.3% | -48.9% |
| 3Y | +105.5% | +91.3% | +14.2% | +34.1% |
| 5Y | -7.8% | +22.7% | -30.5% | -24.0% |
| All | +237.4% | +104.5% | +132.9% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling