-34.6%
MP vs ALLY
+4.2%
-38.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.8% | -8.9% | -6.9% |
| 7D | -12.5% | +2.4% | -14.9% | -13.6% |
| 30D | -23.3% | +5.6% | -28.9% | -25.5% |
| 3M | -24.4% | -11.7% | -12.6% | -19.8% |
| 6M | -45.8% | -7.0% | -38.7% | -44.1% |
| YTD | -28.9% | -10.4% | -18.5% | -23.2% |
| 1Y | -34.6% | +2.4% | -37.0% | -38.6% |
| All | -34.6% | +4.2% | -38.8% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling