+130.2%
MP vs ALLE
+96.3%
+33.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.8% | -6.8% | -6.0% |
| 7D | -12.5% | +6.7% | -19.2% | -15.6% |
| 30D | -23.3% | +25.4% | -48.7% | -32.5% |
| 3M | -24.4% | +16.9% | -41.3% | -30.8% |
| 6M | -45.8% | +46.6% | -92.3% | -57.2% |
| YTD | -28.9% | +22.4% | -51.3% | -37.3% |
| 1Y | -34.6% | +17.7% | -52.3% | -40.7% |
| All | +130.2% | +96.3% | +33.9% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling