+237.4%
MP vs ALK
+9.0%
+228.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.2% | -2.8% | -4.6% |
| 7D | -19.0% | +7.1% | -26.0% | -22.0% |
| 30D | -30.5% | -3.0% | -27.5% | -29.9% |
| 3M | -29.6% | -25.6% | -3.9% | -20.2% |
| 6M | -50.4% | +0.5% | -50.9% | -52.2% |
| YTD | -33.2% | -23.1% | -10.2% | -28.1% |
| 1Y | -38.6% | -7.5% | -31.0% | -39.9% |
| 3Y | +105.5% | +15.3% | +90.2% | +54.1% |
| 5Y | -7.8% | -34.8% | +27.0% | -5.6% |
| All | +237.4% | +9.0% | +228.4% | +192.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling