+237.4%
MP vs ALLE
+98.9%
+138.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.2% | -4.3% |
| 7D | -19.0% | 0.0% | -19.0% | -19.1% |
| 30D | -30.5% | +20.6% | -51.1% | -38.4% |
| 3M | -29.6% | +11.4% | -41.0% | -34.6% |
| 6M | -50.4% | +42.5% | -93.0% | -61.2% |
| YTD | -33.2% | +18.9% | -52.1% | -41.5% |
| 1Y | -38.6% | +14.2% | -52.7% | -44.8% |
| 3Y | +105.5% | +90.7% | +14.8% | +27.2% |
| 5Y | -7.8% | +52.5% | -60.3% | -36.9% |
| All | +237.4% | +98.9% | +138.5% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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