-32.6%
MP vs ALLY
-1.0%
-31.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.1% |
| 7D | +9.5% | +0.4% | +9.1% | +9.3% |
| 30D | -3.0% | +5.2% | -8.2% | -5.4% |
| 3M | -30.4% | -13.3% | -17.1% | -25.8% |
| 6M | -39.2% | -6.7% | -32.5% | -37.6% |
| YTD | -23.3% | -12.8% | -10.4% | -16.9% |
| 1Y | -32.6% | +0.7% | -33.3% | -35.4% |
| All | -32.6% | -1.0% | -31.6% | -35.4% |
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