+267.3%
MP vs UUUU
+333.1%
-65.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.5% |
| 7D | +2.3% | -3.5% | +5.8% | +3.8% |
| 30D | -15.3% | -28.3% | +13.0% | -1.7% |
| 3M | -33.5% | -53.1% | +19.6% | -6.6% |
| 6M | -45.5% | -68.6% | +23.0% | -9.0% |
| YTD | -27.3% | -52.3% | +25.0% | +0.2% |
| 1Y | -40.7% | -55.8% | +15.1% | -15.8% |
| 3Y | +145.9% | -12.3% | +158.1% | +137.8% |
| 5Y | -13.9% | -36.9% | +23.0% | -14.7% |
| All | +267.3% | +333.1% | -65.8% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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