+68.9%
MP vs USHY
+21.9%
+47.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | +3.0% | 0.0% | +3.0% | +2.9% |
| 30D | +8.3% | 0.0% | +8.4% | +8.5% |
| 3M | -3.8% | +1.2% | -5.0% | -6.9% |
| 6M | -4.9% | +2.6% | -7.5% | -11.2% |
| YTD | +9.6% | +2.4% | +7.2% | +3.1% |
| 1Y | -11.7% | +4.2% | -16.0% | -21.0% |
| 3Y | +158.5% | +28.0% | +130.5% | +30.7% |
| 5Y | +68.9% | +21.8% | +47.1% | +29.6% |
| All | +68.9% | +21.9% | +47.0% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling