+116.3%
MP vs AA
+48.6%
+67.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.3% | -0.7% | -3.4% |
| 7D | -19.0% | -3.7% | -15.3% | -17.5% |
| 30D | -30.5% | -10.8% | -19.7% | -26.5% |
| 3M | -29.6% | -19.1% | -10.5% | -21.9% |
| 6M | -50.4% | -38.7% | -11.7% | -37.7% |
| YTD | -33.2% | -27.1% | -6.1% | -23.5% |
| 1Y | -38.6% | +8.3% | -46.9% | -41.7% |
| All | +116.3% | +48.6% | +67.7% | +42.0% |
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