+228.8%
MU vs MP
-35.6%
+264.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -4.3% |
| 7D | +12.8% | +9.5% | +3.3% | +7.7% |
| 30D | -14.9% | -3.0% | -11.9% | -13.4% |
| 3M | -18.0% | -30.4% | +12.3% | -3.3% |
| 6M | -3.1% | -39.2% | +36.1% | +19.1% |
| YTD | +172.9% | -23.3% | +196.2% | +193.4% |
| 1Y | +228.8% | -32.6% | +261.5% | +268.5% |
| All | +228.8% | -35.6% | +264.4% | +268.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling