+254.1%
MP vs ALLE
+97.0%
+157.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.9% | +5.5% |
| 7D | -10.5% | -0.6% | -9.9% | -10.3% |
| 30D | -23.5% | +25.3% | -48.9% | -33.9% |
| 3M | -25.4% | +10.3% | -35.7% | -30.3% |
| 6M | -51.3% | +38.0% | -89.3% | -61.1% |
| YTD | -29.9% | +17.8% | -47.7% | -38.3% |
| 1Y | -31.8% | +13.6% | -45.4% | -38.6% |
| 3Y | +127.0% | +89.2% | +37.8% | +41.1% |
| 5Y | -3.3% | +51.1% | -54.3% | -33.4% |
| All | +254.1% | +97.0% | +157.1% | +115.5% |
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