-15.1%
MP vs ACI
-43.3%
+28.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.4% | +8.3% | +5.2% |
| 7D | -10.5% | -2.2% | -8.3% | -10.4% |
| 30D | -23.5% | +10.3% | -33.8% | -24.3% |
| 3M | -25.4% | +7.2% | -32.6% | -26.1% |
| 6M | -51.3% | -18.0% | -33.3% | -50.7% |
| YTD | -29.9% | -22.0% | -7.9% | -29.0% |
| 1Y | -31.8% | -23.4% | -8.5% | -30.7% |
| 3Y | +127.0% | -35.8% | +162.8% | +136.4% |
| All | -15.1% | -43.3% | +28.3% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling