-65.5%
AAL vs MPWR
+1,725.0%
-1,790.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | +10.1% | +2.2% | +7.9% | +8.6% |
| 30D | +10.6% | -2.1% | +12.6% | +10.3% |
| 3M | -5.9% | -1.6% | -4.4% | -7.0% |
| 6M | +5.7% | -14.9% | +20.6% | +7.6% |
| YTD | -8.0% | +50.5% | -58.5% | -26.3% |
| 1Y | +6.0% | +40.0% | -34.0% | -12.7% |
| 3Y | +19.6% | +175.0% | -155.4% | -32.0% |
| 5Y | -34.6% | +162.0% | -196.5% | -64.8% |
| 10Y | -65.5% | +1,791.8% | -1,857.3% | -93.1% |
| All | -65.5% | +1,725.0% | -1,790.5% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 10y: compounded portfolio wealth divided by compounded MPWR 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…
10y analysis · Full analysis span regression · 6 months rolling