-31.8%
MP vs AA
+10.6%
-42.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +3.3% |
| 7D | -10.5% | +0.9% | -11.4% | -11.0% |
| 30D | -23.5% | -6.7% | -16.9% | -20.5% |
| 3M | -25.4% | -16.3% | -9.1% | -17.6% |
| 6M | -51.3% | -37.1% | -14.1% | -38.0% |
| YTD | -29.9% | -25.0% | -4.9% | -22.6% |
| 1Y | -31.8% | +8.6% | -40.4% | -38.8% |
| All | -31.8% | +10.6% | -42.5% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling