-65.4%
AAL vs MPC
+1,165.8%
-1,231.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.6% | +2.8% | +5.4% |
| 7D | +8.3% | -9.4% | +17.7% | +12.7% |
| 30D | +11.0% | -14.3% | +25.3% | +17.6% |
| 3M | -11.2% | +31.1% | -42.3% | -23.6% |
| 6M | +6.1% | +60.3% | -54.2% | -18.7% |
| YTD | -7.6% | +142.5% | -150.1% | -43.7% |
| 1Y | +3.7% | +104.6% | -100.8% | -31.5% |
| 3Y | +20.5% | +191.7% | -171.2% | -36.4% |
| 5Y | -36.4% | +549.2% | -585.6% | -79.3% |
| 10Y | -65.4% | +1,106.2% | -1,171.7% | -91.8% |
| All | -65.4% | +1,165.8% | -1,231.2% | -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