-14.0%
MP vs UUUU
+17.3%
-31.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.6% |
| 7D | -0.7% | +1.8% | -2.6% | -1.8% |
| 30D | -0.7% | +1.8% | -2.5% | -2.0% |
| 3M | 0.0% | +1.3% | -1.3% | -1.7% |
| 6M | -10.0% | -26.8% | +16.8% | +6.3% |
| YTD | +7.5% | +0.1% | +7.4% | +0.6% |
| 1Y | -14.0% | +11.2% | -25.3% | -16.8% |
| All | -14.0% | +17.3% | -31.4% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling