+58.1%
MP vs ALLE
+13.7%
+44.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.7% |
| 7D | -2.9% | -0.2% | -2.6% | -2.7% |
| 30D | +13.8% | -6.8% | +20.6% | +19.5% |
| 3M | -16.7% | +21.0% | -37.7% | -28.9% |
| 6M | -11.5% | +1.1% | -12.6% | -13.2% |
| YTD | +7.9% | -0.5% | +8.5% | +5.7% |
| 1Y | -15.0% | -7.3% | -7.8% | -12.8% |
| 3Y | +153.5% | +42.3% | +111.3% | +75.9% |
| All | +58.1% | +13.7% | +44.4% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling