-7.8%
MP vs ACM
+1.8%
-9.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.9% | -4.5% |
| 7D | -19.0% | +5.1% | -24.0% | -21.9% |
| 30D | -30.5% | +11.5% | -42.0% | -35.7% |
| 3M | -29.6% | -10.5% | -19.1% | -25.2% |
| 6M | -50.4% | -20.4% | -30.1% | -43.1% |
| YTD | -33.2% | -28.9% | -4.4% | -16.9% |
| 1Y | -38.6% | -48.7% | +10.1% | +0.4% |
| 3Y | +105.5% | -12.5% | +118.0% | +90.4% |
| 5Y | -7.8% | +0.5% | -8.4% | -27.6% |
| All | -7.8% | +1.8% | -9.6% | -27.6% |
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