-34.6%
MP vs ALB
+4.7%
-39.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.3% | -10.4% | -7.9% |
| 7D | -12.5% | -2.1% | -10.5% | -11.8% |
| 30D | -23.3% | -9.0% | -14.3% | -19.4% |
| 3M | -24.4% | -21.1% | -3.2% | -14.6% |
| 6M | -45.8% | -49.9% | +4.1% | -23.8% |
| YTD | -28.9% | -32.3% | +3.4% | -17.8% |
| 1Y | -34.6% | +8.6% | -43.2% | -48.7% |
| All | -34.6% | +4.7% | -39.3% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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