+254.1%
MP vs AA
+265.3%
-11.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +3.6% |
| 7D | -10.5% | +0.9% | -11.4% | -10.9% |
| 30D | -23.5% | -6.7% | -16.9% | -21.1% |
| 3M | -25.4% | -16.3% | -9.1% | -19.2% |
| 6M | -51.3% | -37.1% | -14.1% | -40.5% |
| YTD | -29.9% | -25.0% | -4.9% | -21.5% |
| 1Y | -31.8% | +8.6% | -40.4% | -35.2% |
| 3Y | +127.0% | +57.2% | +69.7% | +71.7% |
| 5Y | -3.3% | -13.0% | +9.7% | -12.0% |
| All | +254.1% | +265.3% | -11.2% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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