+445.3%
MP vs ALLE
+66.4%
+378.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.8% |
| 7D | -2.9% | -0.2% | -2.6% | -2.7% |
| 30D | +13.8% | -6.8% | +20.6% | +18.8% |
| 3M | -16.7% | +21.0% | -37.7% | -27.4% |
| 6M | -11.5% | +1.1% | -12.6% | -13.0% |
| YTD | +7.9% | -0.5% | +8.5% | +6.1% |
| 1Y | -15.0% | -7.3% | -7.8% | -13.1% |
| 3Y | +153.5% | +42.3% | +111.3% | +89.8% |
| 5Y | +58.7% | +13.5% | +45.2% | +25.8% |
| All | +445.3% | +66.4% | +378.9% | +270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling