+264.6%
MP vs USHY
+36.7%
+227.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.0% | +3.1% |
| 7D | -3.6% | +0.3% | -3.9% | -4.6% |
| 30D | -21.0% | -0.1% | -20.8% | -20.4% |
| 3M | -33.3% | -1.9% | -31.4% | -28.9% |
| 6M | -45.9% | -1.0% | -44.9% | -43.6% |
| YTD | -27.8% | +0.4% | -28.2% | -27.3% |
| 1Y | -43.2% | +1.4% | -44.6% | -44.4% |
| 3Y | +144.0% | +24.9% | +119.1% | +34.7% |
| 5Y | -6.1% | +19.3% | -25.4% | -35.4% |
| All | +264.6% | +36.7% | +227.9% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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