-10.9%
MP vs ALM
+410.2%
-421.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.2% | +2.1% |
| 7D | +9.5% | +1.2% | +8.2% | +9.1% |
| 30D | -3.0% | -19.3% | +16.4% | +0.7% |
| 3M | -30.4% | -40.6% | +10.3% | -24.0% |
| 6M | -39.2% | -57.9% | +18.7% | -30.3% |
| YTD | -23.3% | -6.7% | -16.6% | -20.4% |
| 1Y | -32.6% | +20.2% | -52.8% | -32.2% |
| 3Y | +159.3% | +879.4% | -720.2% | +116.8% |
| All | -10.9% | +410.2% | -421.1% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling