+1,216.2%
MU vs MP
+240.8%
+975.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -6.0% | -11.4% | -16.0% |
| 7D | -29.7% | -19.0% | -10.8% | -25.9% |
| 30D | -37.2% | -30.5% | -6.7% | -31.5% |
| 3M | -26.5% | -29.6% | +3.1% | -20.5% |
| 6M | +2.6% | -50.4% | +53.0% | +20.4% |
| YTD | +130.1% | -33.2% | +163.4% | +151.5% |
| 1Y | +176.7% | -38.6% | +215.3% | +206.3% |
| 3Y | +813.1% | +105.5% | +707.6% | +592.6% |
| 5Y | +822.0% | -7.8% | +829.8% | +704.5% |
| All | +1,216.2% | +240.8% | +975.4% | +850.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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