+237.4%
MP vs ALC
+28.0%
+209.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.1% | -5.6% |
| 7D | -19.0% | +7.6% | -26.6% | -22.0% |
| 30D | -30.5% | +21.1% | -51.6% | -36.9% |
| 3M | -29.6% | +8.5% | -38.1% | -32.5% |
| 6M | -50.4% | +2.8% | -53.2% | -52.1% |
| YTD | -33.2% | -2.4% | -30.8% | -34.0% |
| 1Y | -38.6% | +3.5% | -42.1% | -41.6% |
| 3Y | +105.5% | +4.2% | +101.3% | +86.8% |
| 5Y | -7.8% | -9.0% | +1.1% | -11.6% |
| All | +237.4% | +28.0% | +209.4% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling