+153.3%
MP vs AA
+67.9%
+85.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.4% |
| 7D | -2.9% | -0.7% | -2.2% | -2.6% |
| 30D | +13.8% | +5.0% | +8.8% | +11.2% |
| 3M | -16.7% | -35.8% | +19.1% | +2.1% |
| 6M | -11.5% | -18.4% | +6.9% | -4.2% |
| YTD | +7.9% | -5.5% | +13.4% | +8.8% |
| 1Y | -15.0% | +61.0% | -76.0% | -34.9% |
| All | +153.3% | +67.9% | +85.3% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling