-32.8%
AAL vs MPWR
+153.3%
-186.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -3.7% | -2.6% | -1.2% | -2.8% |
| 30D | -20.8% | -9.0% | -11.8% | -18.2% |
| 3M | -1.3% | -25.8% | +24.6% | +7.8% |
| 6M | +5.4% | +11.8% | -6.4% | -2.9% |
| YTD | -14.4% | +35.5% | -49.9% | -27.6% |
| 1Y | +2.1% | +45.3% | -43.2% | -16.8% |
| 3Y | -10.6% | +138.5% | -149.0% | -46.5% |
| All | -32.8% | +153.3% | -186.0% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling