-7.8%
MP vs ALLE
+51.8%
-59.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.2% | -4.1% |
| 7D | -19.0% | 0.0% | -19.0% | -19.1% |
| 30D | -30.5% | +20.6% | -51.1% | -39.4% |
| 3M | -29.6% | +11.4% | -41.0% | -35.2% |
| 6M | -50.4% | +42.5% | -93.0% | -62.5% |
| YTD | -33.2% | +18.9% | -52.1% | -42.6% |
| 1Y | -38.6% | +14.2% | -52.7% | -45.6% |
| 3Y | +105.5% | +90.7% | +14.8% | +13.2% |
| 5Y | -7.8% | +52.5% | -60.3% | -37.1% |
| All | -7.8% | +51.8% | -59.7% | -37.1% |
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