-34.6%
MP vs ACM
-46.6%
+12.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.9% | -8.0% | -5.8% |
| 7D | -12.5% | +9.5% | -22.1% | -14.6% |
| 30D | -23.3% | +14.7% | -38.1% | -26.0% |
| 3M | -24.4% | -9.5% | -14.9% | -22.7% |
| 6M | -45.8% | -18.0% | -27.7% | -41.8% |
| YTD | -28.9% | -27.3% | -1.6% | -20.5% |
| 1Y | -34.6% | -47.0% | +12.4% | -27.4% |
| All | -34.6% | -46.6% | +12.0% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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