+234.6%
MP vs AHR
+364.8%
-130.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | +3.0% | -3.4% | +6.5% | +3.6% |
| 30D | +8.3% | -3.8% | +12.1% | +9.0% |
| 3M | -3.8% | +20.1% | -23.9% | -8.3% |
| 6M | -4.9% | +7.1% | -12.0% | -6.7% |
| YTD | +9.6% | +17.2% | -7.6% | +4.2% |
| 1Y | -11.7% | +30.4% | -42.1% | -18.6% |
| All | +234.6% | +364.8% | -130.2% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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