+445.3%
MP vs ALB
+79.5%
+365.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +3.8% |
| 7D | -2.9% | -8.1% | +5.2% | +1.5% |
| 30D | +13.8% | +6.3% | +7.6% | +9.8% |
| 3M | -16.7% | -23.6% | +6.9% | -4.2% |
| 6M | -11.5% | -24.6% | +13.1% | +1.2% |
| YTD | +7.9% | -10.3% | +18.2% | +11.0% |
| 1Y | -15.0% | +61.5% | -76.5% | -37.5% |
| 3Y | +153.5% | -34.0% | +187.5% | +180.0% |
| 5Y | +58.7% | -44.6% | +103.2% | +89.1% |
| All | +445.3% | +79.5% | +365.8% | +348.8% |
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