-51.3%
MP vs AAOX
-97.6%
+46.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +12.6% | -7.6% | +3.3% |
| 7D | -10.5% | -52.9% | +42.4% | -3.3% |
| 30D | -23.5% | -86.9% | +63.4% | -5.4% |
| 3M | -25.4% | -89.6% | +64.2% | -8.3% |
| 6M | -51.3% | -97.3% | +46.0% | -38.8% |
| All | -51.3% | -97.6% | +46.3% | -38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling