+116.3%
MP vs ALB
-17.6%
+133.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.6% | -9.6% | -7.8% |
| 7D | -19.0% | +5.5% | -24.4% | -21.3% |
| 30D | -30.5% | -7.5% | -23.0% | -28.0% |
| 3M | -29.6% | -16.9% | -12.6% | -23.4% |
| 6M | -50.4% | -49.2% | -1.2% | -32.3% |
| YTD | -33.2% | -29.9% | -3.3% | -22.8% |
| 1Y | -38.6% | +8.2% | -46.8% | -42.3% |
| All | +116.3% | -17.6% | +133.8% | +108.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling