+445.3%
MP vs USHY
+39.5%
+405.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.5% |
| 7D | -2.9% | -0.1% | -2.7% | -2.5% |
| 30D | +13.8% | +0.1% | +13.7% | +13.6% |
| 3M | -16.7% | +0.8% | -17.5% | -18.4% |
| 6M | -11.5% | +1.7% | -13.2% | -15.0% |
| YTD | +7.9% | +2.5% | +5.5% | +1.5% |
| 1Y | -15.0% | +4.4% | -19.4% | -24.2% |
| 3Y | +153.5% | +27.4% | +126.1% | +31.1% |
| 5Y | +58.7% | +21.7% | +36.9% | +2.2% |
| All | +445.3% | +39.5% | +405.8% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling