+58.1%
MP vs ACM
+5.0%
+53.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | -2.9% | -3.7% | +0.9% | -0.2% |
| 30D | +13.8% | -11.1% | +24.9% | +21.9% |
| 3M | -16.7% | -8.0% | -8.7% | -14.1% |
| 6M | -11.5% | -29.7% | +18.2% | +13.1% |
| YTD | +7.9% | -29.4% | +37.3% | +35.3% |
| 1Y | -15.0% | -46.4% | +31.4% | +33.2% |
| 3Y | +153.5% | -22.3% | +175.9% | +168.2% |
| All | +58.1% | +5.0% | +53.2% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling