-64.8%
AAL vs MPC
+1,119.4%
-1,184.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -3.7% | +5.4% | -9.2% | -6.1% |
| 30D | -20.8% | +31.0% | -51.8% | -30.6% |
| 3M | -1.3% | +46.0% | -47.3% | -18.7% |
| 6M | +5.4% | +77.3% | -71.9% | -22.8% |
| YTD | -14.4% | +141.9% | -156.3% | -46.6% |
| 1Y | +2.1% | +120.9% | -118.8% | -33.9% |
| 3Y | -10.6% | +182.7% | -193.2% | -51.2% |
| 5Y | -32.2% | +646.4% | -678.6% | -79.1% |
| All | -64.8% | +1,119.4% | -1,184.3% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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