-38.6%
MP vs ALLE
+14.6%
-53.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.2% | -5.5% |
| 7D | -19.0% | 0.0% | -19.0% | -19.0% |
| 30D | -30.5% | +20.6% | -51.1% | -33.1% |
| 3M | -29.6% | +11.4% | -41.0% | -31.2% |
| 6M | -50.4% | +42.5% | -93.0% | -54.0% |
| YTD | -33.2% | +18.9% | -52.1% | -33.7% |
| 1Y | -38.6% | +14.2% | -52.7% | -37.5% |
| All | -38.6% | +14.6% | -53.2% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling