+154.3%
MP vs UUUU
+96.9%
+57.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | -2.9% | -1.4% | -1.5% | -2.2% |
| 30D | +13.8% | +16.3% | -2.5% | +5.3% |
| 3M | -16.7% | -16.7% | 0.0% | -9.2% |
| 6M | -11.5% | -33.7% | +22.2% | +7.1% |
| YTD | +7.9% | -0.5% | +8.4% | +6.5% |
| 1Y | -15.0% | +28.9% | -43.9% | -24.5% |
| All | +154.3% | +96.9% | +57.5% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling