+60.3%
AAL vs MPC
+2,977.1%
-2,916.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -3.7% | +5.4% | -9.2% | -5.9% |
| 30D | -20.8% | +31.0% | -51.8% | -29.7% |
| 3M | -1.3% | +46.0% | -47.3% | -17.2% |
| 6M | +5.4% | +77.3% | -71.9% | -20.4% |
| YTD | -14.4% | +141.9% | -156.3% | -43.9% |
| 1Y | +2.1% | +120.9% | -118.8% | -30.8% |
| 3Y | -10.6% | +182.7% | -193.2% | -47.7% |
| 5Y | -32.2% | +646.4% | -678.6% | -75.4% |
| 10Y | -62.7% | +1,138.7% | -1,201.4% | -89.9% |
| All | +60.3% | +2,977.1% | -2,916.8% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling