+259.1%
MP vs ALB
+35.5%
+223.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.3% |
| YTD | -28.9% | -32.3% | +3.4% | -15.2% |
| 1Y | -34.6% | +8.6% | -43.2% | -39.8% |
| 3Y | +118.7% | -22.2% | +140.9% | +116.0% |
| 5Y | -3.1% | -63.0% | +59.9% | +41.6% |
| All | +259.1% | +35.5% | +223.6% | +242.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling