+254.1%
MP vs AEM
+260.1%
-6.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.4% |
| 7D | -10.5% | +15.8% | -26.3% | -16.0% |
| 30D | -23.5% | +6.2% | -29.7% | -25.7% |
| 3M | -25.4% | +14.3% | -39.8% | -29.8% |
| 6M | -51.3% | +1.4% | -52.7% | -52.2% |
| YTD | -29.9% | +13.7% | -43.6% | -33.9% |
| 1Y | -31.8% | +21.3% | -53.2% | -36.9% |
| 3Y | +127.0% | +309.9% | -182.9% | +40.3% |
| 5Y | -3.3% | +301.0% | -304.2% | -41.4% |
| All | +254.1% | +260.1% | -6.0% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling