-37.3%
MP vs ACI
-22.6%
-14.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +2.2% |
| 7D | +11.0% | -0.5% | +11.4% | +10.9% |
| 30D | -11.7% | +4.9% | -16.6% | -10.6% |
| 3M | -30.8% | +11.1% | -41.9% | -29.1% |
| 6M | -42.9% | -14.9% | -28.0% | -45.5% |
| YTD | -25.9% | -19.6% | -6.3% | -30.7% |
| 1Y | -37.3% | -22.7% | -14.6% | -41.4% |
| All | -37.3% | -22.6% | -14.7% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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