-41.1%
MP vs ACM
-45.0%
+3.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.6% |
| 7D | -3.6% | +6.6% | -10.2% | -5.1% |
| 30D | -21.0% | +19.8% | -40.8% | -24.4% |
| 3M | -33.3% | -3.1% | -30.2% | -33.1% |
| 6M | -45.9% | -11.5% | -34.4% | -43.8% |
| YTD | -27.8% | -24.7% | -3.1% | -20.3% |
| All | -41.1% | -45.0% | +3.8% | -37.7% |
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