+443.0%
MP vs USHY
+39.2%
+403.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.3% |
| 7D | -0.7% | -0.1% | -0.6% | -0.3% |
| 30D | -0.7% | 0.0% | -0.6% | -0.4% |
| 3M | 0.0% | +0.8% | -0.8% | -2.2% |
| 6M | -10.0% | +1.9% | -11.9% | -14.1% |
| YTD | +7.5% | +2.3% | +5.2% | +1.8% |
| 1Y | -14.0% | +4.1% | -18.2% | -22.7% |
| 3Y | +153.5% | +27.8% | +125.7% | +30.1% |
| 5Y | +62.7% | +21.5% | +41.2% | +5.5% |
| All | +443.0% | +39.2% | +403.8% | +172.5% |
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