-34.6%
MP vs AEM
+17.3%
-51.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +9.7% | -14.7% | -10.7% |
| 7D | -12.5% | +0.2% | -12.7% | -13.1% |
| 30D | -23.3% | +0.1% | -23.4% | -23.7% |
| 3M | -24.4% | +22.1% | -46.4% | -34.9% |
| 6M | -45.8% | +2.4% | -48.2% | -48.1% |
| YTD | -28.9% | +8.9% | -37.8% | -41.2% |
| 1Y | -34.6% | +18.7% | -53.3% | -53.5% |
| All | -34.6% | +17.3% | -51.9% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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