+13.0%
AAL vs MPC
+160.2%
-147.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +4.6% | -16.2% | +20.8% | +6.7% |
| 30D | +2.6% | -15.7% | +18.3% | +4.2% |
| 3M | -17.8% | +24.9% | -42.7% | -22.5% |
| 6M | +1.9% | +52.7% | -50.8% | -9.3% |
| YTD | -14.0% | +131.9% | -145.9% | -35.4% |
| 1Y | +0.2% | +96.6% | -96.4% | -20.0% |
| 3Y | +13.0% | +163.8% | -150.7% | -19.5% |
| All | +13.0% | +160.2% | -147.1% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling