-27.8%
AAL vs MPWR
+16,777.4%
-16,805.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -3.7% | -2.6% | -1.2% | -2.7% |
| 30D | -20.8% | -9.0% | -11.8% | -17.9% |
| 3M | -1.3% | -25.8% | +24.6% | +8.6% |
| 6M | +5.4% | +11.8% | -6.4% | -3.3% |
| YTD | -14.4% | +35.5% | -49.9% | -28.2% |
| 1Y | +2.1% | +45.3% | -43.2% | -17.6% |
| 3Y | -10.6% | +138.5% | -149.0% | -46.9% |
| 5Y | -32.2% | +152.8% | -185.0% | -63.4% |
| 10Y | -62.7% | +1,616.6% | -1,679.3% | -92.3% |
| All | -27.8% | +16,777.4% | -16,805.2% | -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