-7.8%
MP vs ALB
-61.8%
+54.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.6% | -9.6% | -8.0% |
| 7D | -19.0% | +5.5% | -24.4% | -21.6% |
| 30D | -30.5% | -7.5% | -23.0% | -27.6% |
| 3M | -29.6% | -16.9% | -12.6% | -22.5% |
| 6M | -50.4% | -49.2% | -1.2% | -28.9% |
| YTD | -33.2% | -29.9% | -3.3% | -21.7% |
| 1Y | -38.6% | +8.2% | -46.8% | -43.9% |
| 3Y | +105.5% | -19.4% | +124.9% | +98.0% |
| 5Y | -7.8% | -61.6% | +53.8% | +57.0% |
| All | -7.8% | -61.8% | +54.0% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling