-65.5%
AAL vs MPC
+1,105.8%
-1,171.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +10.1% | -8.8% | +18.9% | +14.3% |
| 30D | +10.6% | -14.4% | +25.0% | +17.3% |
| 3M | -5.9% | +21.9% | -27.9% | -16.0% |
| 6M | +5.7% | +60.1% | -54.4% | -18.9% |
| YTD | -8.0% | +142.3% | -150.3% | -43.9% |
| 1Y | +6.0% | +101.7% | -95.7% | -29.5% |
| 3Y | +19.6% | +184.8% | -165.2% | -36.1% |
| 5Y | -34.6% | +564.6% | -599.2% | -79.0% |
| 10Y | -65.5% | +1,098.3% | -1,163.8% | -91.7% |
| All | -65.5% | +1,105.8% | -1,171.2% | -91.7% |
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