+6.4%
AAL vs MPC
+105.0%
-98.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.6% | +2.8% | +8.8% |
| 7D | +8.3% | -9.4% | +17.7% | +4.7% |
| 30D | +11.0% | -14.3% | +25.3% | +5.6% |
| 3M | -11.2% | +31.1% | -42.3% | -3.5% |
| 6M | +6.1% | +60.3% | -54.2% | +21.2% |
| YTD | -7.6% | +142.5% | -150.1% | +2.5% |
| All | +6.4% | +105.0% | -98.6% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling