+7.7%
AAL vs MP
-35.7%
+43.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.1% | +11.4% | +7.0% |
| 7D | +8.3% | -12.5% | +20.9% | +10.2% |
| 30D | +6.2% | -23.3% | +29.6% | +9.7% |
| 3M | -17.7% | -24.4% | +6.7% | -15.0% |
| 6M | +15.4% | -45.8% | +61.2% | +21.8% |
| YTD | -11.1% | -28.9% | +17.8% | -10.4% |
| 1Y | +7.7% | -34.6% | +42.3% | +8.6% |
| All | +7.7% | -35.7% | +43.4% | +8.6% |
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