-15.1%
MP vs ALM
+396.4%
-411.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.6% |
| 7D | -10.5% | -6.7% | -3.8% | -9.4% |
| 30D | -23.5% | -32.9% | +9.4% | -17.9% |
| 3M | -25.4% | -39.5% | +14.1% | -18.9% |
| 6M | -51.3% | -62.0% | +10.7% | -43.3% |
| YTD | -29.9% | -7.8% | -22.1% | -27.1% |
| 1Y | -31.8% | +26.7% | -58.5% | -31.5% |
| 3Y | +127.0% | +825.4% | -698.4% | +91.0% |
| All | -15.1% | +396.4% | -411.5% | -25.5% |
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 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