+254.1%
MP vs ALLY
+146.2%
+107.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.9% |
| 7D | -10.5% | +0.9% | -11.4% | -11.2% |
| 30D | -23.5% | +3.1% | -26.6% | -25.0% |
| 3M | -25.4% | -12.6% | -12.9% | -19.7% |
| 6M | -51.3% | -12.4% | -38.8% | -47.8% |
| YTD | -29.9% | -13.2% | -16.8% | -25.2% |
| 1Y | -31.8% | +1.8% | -33.7% | -33.6% |
| 3Y | +127.0% | +58.0% | +69.0% | +63.7% |
| 5Y | -3.3% | -8.4% | +5.1% | -6.6% |
| All | +254.1% | +146.2% | +107.9% | +156.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling