+127.0%
MP vs ACI
-35.7%
+162.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.4% | +8.3% | +4.9% |
| 7D | -10.5% | -2.2% | -8.3% | -10.5% |
| 30D | -23.5% | +10.3% | -33.8% | -23.6% |
| 3M | -25.4% | +7.2% | -32.6% | -25.5% |
| 6M | -51.3% | -18.0% | -33.3% | -51.2% |
| YTD | -29.9% | -22.0% | -7.9% | -29.8% |
| 1Y | -31.8% | -23.4% | -8.5% | -31.6% |
| 3Y | +127.0% | -35.8% | +162.8% | +139.8% |
| All | +127.0% | -35.7% | +162.7% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling