+808.8%
MU vs MP
+104.2%
+704.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -6.0% | -11.4% | -15.9% |
| 7D | -29.7% | -19.0% | -10.8% | -25.6% |
| 30D | -37.2% | -30.5% | -6.7% | -31.0% |
| 3M | -26.5% | -29.6% | +3.1% | -19.9% |
| 6M | +2.6% | -50.4% | +53.0% | +21.1% |
| YTD | +130.1% | -33.2% | +163.4% | +153.9% |
| 1Y | +176.7% | -38.6% | +215.3% | +209.2% |
| All | +808.8% | +104.2% | +704.6% | +557.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling