-6.1%
MP vs ALLE
+53.5%
-59.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +1.5% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -21.0% | +25.9% | -46.9% | -33.1% |
| 3M | -33.3% | +14.9% | -48.2% | -39.8% |
| 6M | -45.9% | +42.1% | -88.0% | -59.0% |
| YTD | -27.8% | +20.4% | -48.2% | -38.5% |
| 1Y | -43.2% | +14.9% | -58.0% | -49.9% |
| 3Y | +144.0% | +90.1% | +53.9% | +35.6% |
| 5Y | -6.1% | +53.0% | -59.1% | -36.5% |
| All | -6.1% | +53.5% | -59.6% | -36.5% |
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 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