+445.3%
MP vs USB
+114.9%
+330.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.5% |
| 7D | -2.9% | +1.4% | -4.3% | -3.7% |
| 30D | +13.8% | -1.3% | +15.1% | +14.7% |
| 3M | -16.7% | +15.2% | -31.9% | -23.9% |
| 6M | -11.5% | +18.8% | -30.3% | -20.7% |
| YTD | +7.9% | +21.0% | -13.1% | -4.7% |
| 1Y | -15.0% | +34.0% | -49.1% | -29.6% |
| 3Y | +153.5% | +95.3% | +58.2% | +63.0% |
| 5Y | +58.7% | +40.4% | +18.3% | +22.6% |
| All | +445.3% | +114.9% | +330.4% | +268.0% |
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