-68.6%
AAL vs MPC
+1,171.2%
-1,239.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.1% | +11.2% | -11.3% | -4.7% |
| 30D | +11.7% | -14.5% | +26.2% | +18.6% |
| 3M | -12.5% | +16.7% | -29.2% | -20.2% |
| 6M | +3.6% | +67.6% | -63.9% | -22.0% |
| YTD | -14.1% | +157.9% | -172.0% | -49.1% |
| 1Y | +0.8% | +116.7% | -115.9% | -35.1% |
| 3Y | +11.8% | +199.8% | -188.0% | -41.6% |
| 5Y | -35.1% | +604.4% | -639.5% | -79.7% |
| All | -68.6% | +1,171.2% | -1,239.8% | -92.7% |
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