-15.1%
MP vs USHY
+18.6%
-33.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -10.5% | -0.3% | -10.3% | -9.8% |
| 30D | -23.5% | 0.0% | -23.6% | -23.4% |
| 3M | -25.4% | -1.8% | -23.6% | -20.6% |
| 6M | -51.3% | -1.0% | -50.2% | -49.1% |
| YTD | -29.9% | +0.5% | -30.4% | -29.5% |
| 1Y | -31.8% | +1.9% | -33.7% | -34.1% |
| 3Y | +127.0% | +24.9% | +102.1% | +24.6% |
| All | -15.1% | +18.6% | -33.7% | -29.8% |
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