+131.7%
MP vs ALM
+832.5%
-700.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.4% |
| 7D | -10.5% | -6.7% | -3.8% | -9.0% |
| 30D | -23.5% | -32.9% | +9.4% | -15.9% |
| 3M | -25.4% | -39.5% | +14.1% | -16.6% |
| 6M | -51.3% | -62.0% | +10.7% | -40.3% |
| YTD | -29.9% | -7.8% | -22.1% | -26.8% |
| 1Y | -31.8% | +26.7% | -58.5% | -32.4% |
| All | +131.7% | +832.5% | -700.8% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling