-5.1%
AAL vs MP
+281.3%
-286.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.6% | +0.8% | +6.1% |
| 7D | +8.3% | -1.6% | +9.8% | +8.6% |
| 30D | +11.0% | -18.2% | +29.2% | +15.5% |
| 3M | -11.2% | -26.1% | +15.0% | -6.0% |
| 6M | +6.1% | -44.0% | +50.1% | +17.4% |
| YTD | -7.6% | -25.3% | +17.6% | -6.0% |
| 1Y | +3.7% | -35.6% | +39.3% | +8.1% |
| 3Y | +20.5% | +147.1% | -126.5% | -20.6% |
| 5Y | -36.4% | -11.3% | -25.1% | -48.1% |
| All | -5.1% | +281.3% | -286.4% | -58.5% |
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