-34.4%
AAL vs MPC
+603.7%
-638.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.5% | -8.1% | -6.2% |
| 7D | +2.9% | +9.4% | -6.5% | +0.7% |
| 30D | +6.5% | -13.4% | +19.9% | +9.7% |
| 3M | -10.9% | +18.9% | -29.7% | -16.1% |
| 6M | +4.9% | +64.9% | -60.0% | -11.8% |
| YTD | -13.2% | +156.8% | -170.0% | -39.5% |
| 1Y | -1.1% | +113.2% | -114.3% | -25.9% |
| 3Y | +12.8% | +201.8% | -189.0% | -29.5% |
| 5Y | -34.4% | +601.4% | -635.8% | -76.0% |
| All | -34.4% | +603.7% | -638.1% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling