-15.1%
MP vs ALC
-11.2%
-3.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.1% | +6.0% |
| 7D | -10.5% | +4.9% | -15.4% | -13.0% |
| 30D | -23.5% | +19.0% | -42.5% | -30.4% |
| 3M | -25.4% | +7.8% | -33.2% | -28.6% |
| 6M | -51.3% | +14.6% | -65.8% | -55.4% |
| YTD | -29.9% | -4.4% | -25.5% | -30.0% |
| 1Y | -31.8% | +1.4% | -33.2% | -34.9% |
| 3Y | +127.0% | +2.5% | +124.5% | +101.9% |
| All | -15.1% | -11.2% | -3.9% | -10.8% |
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