+116.3%
MP vs ALLY
+57.0%
+59.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.3% |
| 7D | -19.0% | -1.1% | -17.8% | -18.6% |
| 30D | -30.5% | +4.2% | -34.6% | -32.0% |
| 3M | -29.6% | -12.4% | -17.2% | -24.6% |
| 6M | -50.4% | -8.7% | -41.8% | -48.3% |
| YTD | -33.2% | -11.6% | -21.6% | -29.4% |
| 1Y | -38.6% | +0.2% | -38.7% | -39.4% |
| All | +116.3% | +57.0% | +59.3% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling