+448.6%
MP vs ACI
+25.9%
+422.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | -2.9% | +0.2% | -3.0% | -2.9% |
| 30D | +13.8% | +5.9% | +7.9% | +13.1% |
| 3M | -16.7% | -19.8% | +3.1% | -15.1% |
| 6M | -11.5% | -24.7% | +13.3% | -9.5% |
| YTD | +7.9% | -24.4% | +32.3% | +10.1% |
| 1Y | -15.0% | -31.5% | +16.5% | -12.1% |
| 3Y | +153.5% | -38.7% | +192.2% | +165.2% |
| 5Y | +58.7% | -42.8% | +101.5% | +63.8% |
| All | +448.6% | +25.9% | +422.7% | +459.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling