-15.0%
MP vs ALK
-33.1%
+18.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +0.9% |
| 7D | -2.9% | -0.7% | -2.2% | -2.6% |
| 30D | +13.8% | -19.2% | +33.0% | +21.2% |
| 3M | -16.7% | -1.5% | -15.2% | -17.5% |
| 6M | -11.5% | -13.1% | +1.6% | -11.5% |
| YTD | +7.9% | -16.4% | +24.4% | +10.0% |
| 1Y | -15.0% | -33.1% | +18.0% | -24.4% |
| All | -15.0% | -33.1% | +18.0% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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