+114.0%
MP vs AHR
+395.3%
-281.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.6% | +4.5% |
| 7D | -10.5% | +8.2% | -18.7% | -11.5% |
| 30D | -23.5% | +17.3% | -40.8% | -25.5% |
| 3M | -25.4% | +6.4% | -31.8% | -26.2% |
| 6M | -51.3% | +16.9% | -68.2% | -53.1% |
| YTD | -29.9% | +24.9% | -54.8% | -34.0% |
| 1Y | -31.8% | +23.3% | -55.2% | -35.3% |
| All | +114.0% | +395.3% | -281.4% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling