+822.0%
MU vs MP
-13.9%
+835.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -6.0% | -11.4% | -15.8% |
| 7D | -29.7% | -19.0% | -10.8% | -25.3% |
| 30D | -37.2% | -30.5% | -6.7% | -30.5% |
| 3M | -26.5% | -29.6% | +3.1% | -19.5% |
| 6M | +2.6% | -50.4% | +53.0% | +23.3% |
| YTD | +130.1% | -33.2% | +163.4% | +154.6% |
| 1Y | +176.7% | -38.6% | +215.3% | +210.7% |
| 3Y | +813.1% | +105.5% | +707.6% | +531.8% |
| 5Y | +822.0% | -7.8% | +829.8% | +687.2% |
| All | +822.0% | -13.9% | +835.9% | +687.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling