-32.8%
AAL vs MPC
+645.9%
-678.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -3.7% | +5.4% | -9.2% | -5.2% |
| 30D | -20.8% | +31.0% | -51.8% | -27.0% |
| 3M | -1.3% | +46.0% | -47.3% | -12.6% |
| 6M | +5.4% | +77.3% | -71.9% | -14.4% |
| YTD | -14.4% | +141.9% | -156.3% | -38.8% |
| 1Y | +2.1% | +120.9% | -118.8% | -24.8% |
| 3Y | -10.6% | +182.7% | -193.2% | -43.0% |
| All | -32.8% | +645.9% | -678.7% | -75.7% |
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 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