+445.3%
MP vs AA
+360.5%
+84.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.3% |
| 7D | -2.9% | -0.7% | -2.2% | -2.6% |
| 30D | +13.8% | +5.0% | +8.8% | +11.4% |
| 3M | -16.7% | -35.8% | +19.1% | +0.7% |
| 6M | -11.5% | -18.4% | +6.9% | -4.7% |
| YTD | +7.9% | -5.5% | +13.4% | +9.0% |
| 1Y | -15.0% | +61.0% | -76.0% | -33.3% |
| 3Y | +153.5% | +66.2% | +87.3% | +85.0% |
| 5Y | +58.7% | +11.4% | +47.3% | +28.7% |
| All | +445.3% | +360.5% | +84.8% | +245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling