-40.7%
MP vs ALC
-4.7%
-36.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.4% |
| 7D | +2.3% | -6.3% | +8.6% | +1.3% |
| 30D | -15.3% | +12.6% | -27.9% | -14.1% |
| 3M | -33.5% | -3.8% | -29.7% | -33.9% |
| 6M | -45.5% | +16.8% | -62.3% | -44.0% |
| YTD | -27.3% | -7.6% | -19.7% | -26.2% |
| 1Y | -40.7% | -5.9% | -34.8% | -39.3% |
| All | -40.7% | -4.7% | -36.1% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling