+153.3%
MP vs AEM
+352.4%
-199.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.0% |
| 7D | -2.9% | -0.5% | -2.3% | -2.8% |
| 30D | +13.8% | +24.0% | -10.2% | +1.2% |
| 3M | -16.7% | +16.1% | -32.8% | -23.7% |
| 6M | -11.5% | -11.6% | +0.1% | -7.4% |
| YTD | +7.9% | +21.5% | -13.6% | -3.7% |
| 1Y | -15.0% | +39.2% | -54.2% | -28.1% |
| All | +153.3% | +352.4% | -199.1% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling