-11.7%
AAL vs MP
+291.5%
-303.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.5% | -1.8% |
| 7D | -0.1% | +9.5% | -9.5% | -2.0% |
| 30D | +11.7% | -3.0% | +14.7% | +12.2% |
| 3M | -12.5% | -30.4% | +17.8% | -6.3% |
| 6M | +3.6% | -39.2% | +42.8% | +12.7% |
| YTD | -14.1% | -23.3% | +9.2% | -13.1% |
| 1Y | +0.8% | -32.6% | +33.4% | +4.2% |
| 3Y | +11.8% | +159.3% | -147.5% | -27.2% |
| 5Y | -35.1% | -16.4% | -18.6% | -46.4% |
| All | -11.7% | +291.5% | -303.2% | -61.6% |
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 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