-67.1%
AAL vs MPWR
+1,560.2%
-1,627.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.3% | 0.0% |
| 7D | +4.6% | -1.7% | +6.4% | +4.8% |
| 30D | +2.6% | -16.5% | +19.1% | +8.8% |
| 3M | -17.8% | -12.3% | -5.5% | -15.0% |
| 6M | +1.9% | -27.7% | +29.6% | +10.4% |
| YTD | -14.0% | +32.0% | -46.0% | -27.5% |
| 1Y | +0.2% | +25.1% | -24.9% | -13.8% |
| 3Y | +13.0% | +146.5% | -133.5% | -33.0% |
| 5Y | -39.6% | +126.0% | -165.6% | -65.6% |
| All | -67.1% | +1,560.2% | -1,627.3% | -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