+261.3%
MP vs ACI
+39.5%
+221.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.5% | -8.6% | -5.4% |
| 7D | -12.5% | +4.5% | -17.0% | -12.9% |
| 30D | -23.3% | +20.9% | -44.2% | -24.8% |
| 3M | -24.4% | +15.2% | -39.6% | -25.5% |
| 6M | -45.8% | -13.3% | -32.4% | -45.3% |
| YTD | -28.9% | -16.2% | -12.7% | -28.3% |
| 1Y | -34.6% | -16.9% | -17.7% | -34.0% |
| 3Y | +118.7% | -30.8% | +149.5% | +125.6% |
| 5Y | -3.1% | -39.4% | +36.3% | -0.1% |
| All | +261.3% | +39.5% | +221.7% | +264.5% |
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