-11.7%
AAL vs MP
+257.7%
-269.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +0.9% |
| 7D | +4.6% | -10.5% | +15.1% | +6.9% |
| 30D | +2.6% | -23.5% | +26.1% | +8.2% |
| 3M | -17.8% | -25.4% | +7.7% | -13.3% |
| 6M | +1.9% | -51.3% | +53.1% | +15.9% |
| YTD | -14.0% | -29.9% | +15.9% | -11.3% |
| 1Y | +0.2% | -31.8% | +32.1% | +2.9% |
| 3Y | +13.0% | +127.0% | -114.0% | -24.2% |
| 5Y | -39.6% | -3.3% | -36.3% | -51.6% |
| All | -11.7% | +257.7% | -269.3% | -60.9% |
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