+264.6%
MP vs ACM
+95.3%
+169.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.8% | -2.9% | -0.9% |
| 7D | -3.6% | +6.6% | -10.2% | -7.8% |
| 30D | -21.0% | +19.8% | -40.8% | -30.2% |
| 3M | -33.3% | -3.1% | -30.2% | -33.0% |
| 6M | -45.9% | -11.5% | -34.4% | -43.0% |
| YTD | -27.8% | -24.7% | -3.1% | -14.8% |
| 1Y | -43.2% | -45.1% | +1.9% | -15.2% |
| 3Y | +144.0% | -8.9% | +152.9% | +133.9% |
| 5Y | -6.1% | +5.4% | -11.5% | -19.6% |
| All | +264.6% | +95.3% | +169.3% | +146.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling