-40.8%
AAL vs MPC
+527.1%
-567.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +4.6% | -16.2% | +20.8% | +8.8% |
| 30D | +2.6% | -15.7% | +18.3% | +6.1% |
| 3M | -17.8% | +24.9% | -42.7% | -24.3% |
| 6M | +1.9% | +52.7% | -50.8% | -13.1% |
| YTD | -14.0% | +131.9% | -145.9% | -38.6% |
| 1Y | +0.2% | +96.6% | -96.4% | -23.9% |
| 3Y | +13.0% | +163.8% | -150.7% | -26.8% |
| All | -40.8% | +527.1% | -567.9% | -78.0% |
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