-31.6%
MP vs AAOX
-93.5%
+61.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -7.5% | +10.5% | +3.9% |
| 7D | -3.6% | -48.4% | +44.8% | +3.0% |
| 30D | -21.0% | -84.4% | +63.4% | -4.3% |
| 3M | -33.3% | -91.5% | +58.2% | -16.5% |
| 6M | -45.9% | -96.3% | +50.4% | -33.2% |
| All | -31.6% | -93.5% | +61.9% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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