+259.1%
MP vs USB
+108.9%
+150.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.9% | -7.0% | -6.2% |
| 7D | -12.5% | +2.4% | -14.9% | -13.8% |
| 30D | -23.3% | +6.6% | -29.9% | -26.2% |
| 3M | -24.4% | -4.1% | -20.3% | -22.7% |
| 6M | -45.8% | +12.5% | -58.2% | -49.9% |
| YTD | -28.9% | +17.6% | -46.6% | -36.3% |
| 1Y | -34.6% | +36.5% | -71.1% | -46.5% |
| 3Y | +118.7% | +95.4% | +23.3% | +40.9% |
| 5Y | -3.1% | +26.1% | -29.2% | -21.3% |
| All | +259.1% | +108.9% | +150.2% | +145.9% |
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