-11.5%
MP vs USHY
+1.9%
-13.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.6% |
| 7D | -2.9% | -0.1% | -2.7% | -2.0% |
| 30D | +13.8% | +0.1% | +13.7% | +13.3% |
| 3M | -16.7% | +0.8% | -17.5% | -20.5% |
| 6M | -11.5% | +1.7% | -13.2% | -19.3% |
| All | -11.5% | +1.9% | -13.4% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling