+445.3%
MP vs ALLY
+179.4%
+265.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | -2.9% | +3.7% | -6.5% | -4.8% |
| 30D | +13.8% | -2.3% | +16.1% | +15.3% |
| 3M | -16.7% | +3.8% | -20.5% | -18.6% |
| 6M | -11.5% | +9.7% | -21.2% | -16.6% |
| YTD | +7.9% | -1.4% | +9.4% | +7.5% |
| 1Y | -15.0% | +8.2% | -23.3% | -20.0% |
| 3Y | +153.5% | +66.5% | +87.0% | +78.0% |
| 5Y | +58.7% | +1.2% | +57.5% | +44.8% |
| All | +445.3% | +179.4% | +265.9% | +268.3% |
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