-28.9%
AAL vs MPWR
+15,525.8%
-15,554.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -10.3% | +5.1% | -1.0% |
| 7D | +1.2% | -5.6% | +6.8% | +3.1% |
| 30D | -0.5% | -23.2% | +22.7% | +9.7% |
| 3M | -22.0% | -15.8% | -6.2% | -17.8% |
| 6M | +4.5% | -28.5% | +33.1% | +14.4% |
| YTD | -15.7% | +25.5% | -41.1% | -28.1% |
| 1Y | -3.7% | +13.9% | -17.5% | -14.6% |
| 3Y | +7.9% | +134.6% | -126.6% | -36.2% |
| 5Y | -40.7% | +114.8% | -155.6% | -66.2% |
| 10Y | -66.3% | +1,499.3% | -1,565.6% | -93.0% |
| All | -28.9% | +15,525.8% | -15,554.7% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling