-36.4%
AAL vs MPWR
+161.8%
-198.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +16.6% | -9.2% | +1.4% |
| 7D | +8.3% | +11.6% | -3.3% | +3.4% |
| 30D | +11.0% | +0.1% | +10.8% | +9.9% |
| 3M | -11.2% | -0.8% | -10.4% | -12.3% |
| 6M | +6.1% | -13.0% | +19.1% | +7.2% |
| YTD | -7.6% | +53.9% | -61.5% | -26.7% |
| 1Y | +3.7% | +45.8% | -42.1% | -15.9% |
| 3Y | +20.5% | +194.3% | -173.7% | -34.7% |
| 5Y | -36.4% | +160.1% | -196.5% | -71.0% |
| All | -36.4% | +161.8% | -198.2% | -71.0% |
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