-34.6%
MP vs ALM
+44.8%
-79.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.2% | -6.2% | -5.5% |
| 7D | -12.5% | -6.4% | -6.2% | -10.2% |
| 30D | -23.3% | -35.0% | +11.7% | -9.0% |
| 3M | -24.4% | -33.8% | +9.5% | -12.7% |
| 6M | -45.8% | -55.0% | +9.3% | -28.7% |
| YTD | -28.9% | -0.2% | -28.7% | -31.8% |
| 1Y | -34.6% | +41.8% | -76.4% | -49.5% |
| All | -34.6% | +44.8% | -79.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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