+254.1%
MP vs ALB
+41.6%
+212.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.1% | +4.5% |
| 7D | -10.5% | +9.1% | -19.6% | -14.9% |
| 30D | -23.5% | -3.4% | -20.1% | -22.3% |
| 3M | -25.4% | -20.6% | -4.8% | -16.1% |
| 6M | -51.3% | -48.2% | -3.1% | -31.6% |
| YTD | -29.9% | -29.2% | -0.7% | -18.4% |
| 1Y | -31.8% | +10.0% | -41.8% | -37.8% |
| 3Y | +127.0% | -12.9% | +139.9% | +109.8% |
| 5Y | -3.3% | -61.3% | +58.0% | +37.7% |
| All | +254.1% | +41.6% | +212.5% | +229.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling