-16.8%
MP vs UUUU
-38.7%
+21.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.9% | +4.4% |
| 7D | -10.5% | -13.6% | +3.1% | -3.5% |
| 30D | -23.5% | -35.1% | +11.6% | -4.7% |
| 3M | -25.4% | -48.4% | +22.9% | +4.2% |
| 6M | -51.3% | -71.7% | +20.4% | -8.9% |
| YTD | -29.9% | -54.2% | +24.3% | +1.8% |
| 1Y | -31.8% | -56.0% | +24.1% | +0.8% |
| 3Y | +127.0% | -13.1% | +140.0% | +114.7% |
| All | -16.8% | -38.7% | +21.9% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling