-45.8%
MP vs ALC
+4.9%
-50.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.8% | -11.9% | -2.6% |
| 7D | -12.5% | +10.7% | -23.3% | -9.2% |
| 30D | -23.3% | +20.2% | -43.5% | -18.3% |
| 3M | -24.4% | +8.9% | -33.3% | -22.3% |
| 6M | -45.8% | +5.7% | -51.5% | -43.3% |
| All | -45.8% | +4.9% | -50.7% | -43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling