+58.1%
MP vs ALC
-16.0%
+74.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.5% |
| 7D | -2.9% | -2.1% | -0.8% | -1.8% |
| 30D | +13.8% | -0.1% | +13.9% | +14.0% |
| 3M | -16.7% | +5.9% | -22.6% | -19.8% |
| 6M | -11.5% | -15.9% | +4.4% | -3.7% |
| YTD | +7.9% | -10.1% | +18.0% | +11.9% |
| 1Y | -15.0% | -10.2% | -4.8% | -13.0% |
| 3Y | +153.5% | -13.6% | +167.1% | +155.8% |
| All | +58.1% | -16.0% | +74.1% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling