+259.1%
MP vs ACM
+88.5%
+170.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.9% | -8.0% | -7.0% |
| 7D | -12.5% | +9.5% | -22.1% | -18.0% |
| 30D | -23.3% | +14.7% | -38.1% | -30.3% |
| 3M | -24.4% | -9.5% | -14.9% | -20.5% |
| 6M | -45.8% | -18.0% | -27.7% | -39.5% |
| YTD | -28.9% | -27.3% | -1.6% | -14.1% |
| 1Y | -34.6% | -47.0% | +12.4% | +0.2% |
| 3Y | +118.7% | -10.6% | +129.3% | +111.3% |
| 5Y | -3.1% | +5.3% | -8.4% | -16.7% |
| All | +259.1% | +88.5% | +170.6% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling