-40.7%
MP vs ACI
-23.0%
-17.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.4% |
| 7D | +2.3% | -5.3% | +7.6% | +1.1% |
| 30D | -15.3% | +5.0% | -20.3% | -14.2% |
| 3M | -33.5% | +7.5% | -41.0% | -32.4% |
| 6M | -45.5% | -16.0% | -29.5% | -48.1% |
| YTD | -27.3% | -20.6% | -6.7% | -32.3% |
| 1Y | -40.7% | -23.5% | -17.2% | -45.3% |
| All | -40.7% | -23.0% | -17.7% | -45.3% |
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